This set is part of the following collections:

Cawdor Fair has some antiquity; when Niel Gow published it in his 1799 collection, it was marked as being "very old". Older names fore the tune include Cockabendie and The Hawthorn Tree of Cawdor, but a lot of people will associate the melody with the nursery rhyme Sing a Song of Sixpence. The second tune is adapted from a 'puirt-a-beul' (Gaelic mouth music) song called An Gille Donn ‘s a’ Bhanarach (The Brown-Haired Lad and the Milkmaid), published in a collection from 1901.

This set and other tunes played at Scottish Sessions can be found in The Glasgow Slow Session Volume 1, available from my Online Store.