There is nothing in the Birthplace Country Music link about "Cotton-Eyed Joe."
The song was field-collected in 1909- See Perrow; also N. I. White, 1915-16; Scarborough 1925; Talley, etc.
The "lucky mojo" site reproduces the version collected by Dorothy Scarborough and printed in 1925; Alan Balfour repeats Scarborough's introduction to the song as published in her book, On the Trail of Negro Folk Songs, pp. 68-69, and posted in thread 13537:
Origins