This tune was written to commemorate the battle of Culloden Moor, Scotland. On the very bloody morning of April 16, 1746, 8,000 English troops massacred a Scottish army of 7,000, thus ending the Jacobite Rebellion in Scotland. Some sources instead give an Appalachian origin to this tune, but it seems likely the tune migrated with the Scots that settled the area. There are a number of other unrelated tunes with the same name.
Ref: https://www.flutetunes.com/tunes.php?id=402
Ref: http://communityguitar.com/students/Songs/cold_frosty_morning.htm
Ref: https://thesession.org/tunes/6467
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