This book review, from Feb. 1903, of Lubbock's ROUND THE HORN,,. (1903) purports that in it Lubbock mentions the "old favourite" chanty, "Roll, Alabama, roll."

http://books.google.com/books?id=X2tIAAAAYAAJ&pg=PA206&dq=%22roll,+alabama%22&hl

However, I am unable to locate it in Lubbock's book itself! (?)

In any case, FWIW the date of 1903 trumps The Traditional Ballad Index's "Earliest Date."