Paterson states the air to which the ballad was sung was
   recorded in the early part of the 17th century.This gives no
   clue as to how long it may have been in existance prior to that
   period.
   A Jacobite song "A Wee Bird Cam Tae Oor Haa Door" has long been
   sung to this tune & may have been written to suit it.
   A private note[thanks Jim]confirms that there is
   an extended article in Chambers on the gypsies & this brought
   me in mind of another in the same source,unfortunately neither
   of these articles are the source of my information which may
   be any time between 40 & 60 years back.
   Joe,