If you were playing this with other 4/4 marches (and by 4/4 marches I mean tunes you would use for a Gay Gordons) you’d need to play it at “reel” speed, say 112 minims/half notes per minute - the Scott Skinner original has all the note lengths halved.
We often play this in a set with The Duke of Fife’s Welcome to Deeside and The Celtic Society Quickstep.
Re: Lord Huntley’s Cave
Here’s where I first heard it. A lovely version on Northumbrian pipes by Richard Butler. With variations.