You might associate it with the Depression Era as Bessie Smith had some success with it in 1929, and I think Ida Cox recorded it in the same year.

I've not heard the spoken intro before, so it might be Louis Jordan's own invention, or it might be like the verses to so many standards and noone bothered with it. (I just listened to the Bessie Smith 1929 version and she kicks straight in with Once I lived...).

(I've also got another source giving 1922 as the song date, so if you're really keen you might check the exact copyright date).

Mick