Dictionaries of the Scots Language
Dictionars o the Scots Leid

Scottish National Dictionary (1700–)

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First published 1952 (SND Vol. III).
This entry has not been updated since then but may contain minor corrections and revisions.

COCKIE-LAW, n. comb. Also written cock-a-law (Slg.³ 1916), cock-a-lowe (Kcb. 1936 (per M.L.A.)). A name given in Gsw. and surrounding districts to the Thursday preceding the Spring Communion. This day was kept as a Fast day, and the school children had a holiday from Wednesday afternoon till the following Monday or Tuesday. When freed from school on Wednesday (i.e. “wee Setterday,” the day preceding a “wee Sunday”), they would sing the rhyme quoted below. Through misunderstanding of the term and in consequence of changing practice with regard to these religious holidays, numerous corrupt forms of the rhyme arose and were adapted by various classes of the community to their own requirements. Street vendors used it when they wished to dispose of their wares early on any particular Saturday; weavers changed “wee Setterday” to “siller Setterday” and applied it to the day on which they received their pay, making “cockie-law” refer to the cock-fights which were once a popular form of Sunday entertainment. The rhyme quoted is presumably the original.Gsw.¹ c.1880:
This is wee Setterday, The morn's Cockie-Law, I'll come back on Tuesday An' gie ye a' a ca'.