This is a bit different from the versions in the DT:

From the Bodleian broadside collection, Harding B 16(54a):


COLD HAILY RAINY NIGHT

A story unto you I tell
Of a soldier who courted a pretty girl
And soon he gained her favour, O.
O let me in, the soldier cried.
It's a cold haily rainy night,
And I won't go back again, O.

My cap is froze unto my head.
My heart is like a lump of lead
With standing under the window, O.
O let me in, the soldier cried.
It's a cold haily rainy night,
And I won't go back again, O.

Your dad and mam are fast asleep,
Which makes me under your window creep.
The doors and windows they do creak, O.
O let me in, the soldier cries.
It's a cold haily rainy night,
And I won't go back again, O.

O then she rose and let him in,
And kissed his ruby lips and chin,
And into bed she jumped with him,
Along with a roving soldier, O,
Then blessed the cold rainy night
She rose from bed and let him in,
And he did not go back again, O.

Now since you have had your will of me,
O soldier, will you marry me?
No, such a thing can never be,
So fare you well for ever, O.
O then she cursed the rainy night
She rose from bed and let him in,
And did not go back again, O.