Between the Dyke and Newmarket lies the Heath, renowned as the earliest English race-course. This form of amusement seems to have come in with the Stuart Dynasty. James the First is said to have inaugurated the sport. But the well-known tale of how Edward the First escaped from his captivity at Hereford, by inducing his guards to ride matches till their horses were exhausted and then galloping off on his own fresh mount, shows that the idea was afloat long before. And at Newmarket in particular such matches must often have been ridden in connection with the great horse mart which has given the town its name.

This New Market is, like the New Forest, now far from new. It dates from the year 1227, when a frightful outbreak of sickness frightened away buyers and sellers from their older market-place two miles off at Exning (a pretty natural amphitheatre of turf bright with many springs), and sent them to meet for the future in the freer air of the Heath. This word, by the way, does not, in Cambridgeshire, imply the existence of heather, merely meaning an open space.

Thus Newmarket came into being. The sport we first hear of in connection with it is not racing but hunting. For the boundless range of the moorlands to the east of the town (which even now astonish all who first see them) were then haunted by innumerable herds of wild deer, and afforded ideal ground for the chase. James the First, accordingly, had here a hunting-box,[127] in which his unhappy son was afterwards imprisoned for a while by the victorious army of the Commonwealth. And thus the Heath became known to his "merry" grandson, Charles the Second, who speedily saw how specially adapted its expanse was for horse-racing, and established a regular annual race-meeting, the first to be introduced into England.

The Royal sport spread like wildfire, and the bare Heath became year by year crowded by the gayest throng in England, thus vividly described by Macaulay:

"It was not uncommon for the whole Court and Cabinet to go down there," Charles himself, to the admiration of his subjects, posting down from London in a single day, with only two relays of fresh horses. "Jewellers and milliners, players and fiddlers, venal wits and venal beauties, followed in crowds. The streets were made impassable by coaches and six. In the places of public resort peers flirted with maids of honour, and officers of the Life Guards, all plumes and gold lace, jostled professors in trencher caps and black gowns. For on such occasions the neighbouring University of Cambridge always sent her highest functionaries with loyal addresses, and selected her ablest theologians to preach before the Sovereign and his splendid retinue. In the wild days before the Revolution, indeed, the most learned and eloquent divine might fail to draw a fashionable audience, particularly if Buckingham announced his intention of holding forth; for sometimes his Grace would enliven the dulness of a Sunday morning by addressing to the bevy of fine gentlemen and fine ladies a ribald exhortation which he called a sermon. With lords and ladies from St. James's and Soho, and with doctors from Trinity College and King's College, were mingled the provincial aristocracy, fox-hunting squires and their rosy-cheeked daughters, who had come in queer-looking family coaches, drawn by cart-horses, from the remotest parishes of three or four counties to see their Sovereign.... Racing was only one of the many amusements of that festive season. On fine mornings there was hunting. For those who preferred hawking, choice falcons were brought from Holland. On rainy days the cock-pit was encircled by stars and blue ribbons.... The Heath was fringed by a wild, gipsy-like camp of vast extent. For the hope of being able to feed on the leavings of many sumptuous tables, and to pick up some of the guineas and crowns which the spendthrifts of London were throwing about, attracted thousands of peasants from a circle of many miles."

Nor were these beggars the only ones to profit by the festive occasion. The townsfolk of Newmarket reaped a golden harvest; lodgings for the press of visitors were at fancy prices, and many were glad to pay a guinea a night for even the third of a bed; and "at Cambridge," we read, "a hackney-horse is not to be got for money."

When Newmarket became only one of many racing centres throughout the land, this height of glory naturally departed. But to this day its meetings rank in the very first class of such fixtures. And as a training ground for race-horses it stands second to none. Training stables rise all round it, and strings of young thorough-breds are constantly to be met along the road, and are treated with reverence, even by the drivers of motor-cars, who, for some distance on either side of the town are not allowed to travel at any speed over ten miles an hour. There are now seven principal annual racing fixtures here, the chief being the "Craven," in the spring, and the "Two Thousand" in the autumn.

The town of Newmarket is now wholly in Suffolk, although till a few years ago it lay partly in Cambridgeshire, for it is built on either side of the Icknield Street, which here formed the county boundary. But the Old Market at Exning was always in Suffolk; a little island of which may be seen on the map, surrounded by Cambridgeshire territory. Here we have an interesting historical survival. Whence came about this curious delimitation? The answer is that when Cambridgeshire was first formed into a county by Edward the Elder it was not yet forgotten that Exning had long been a special residence of Suffolk royalty.

Suffolk, it must be remembered, is not, like Cambridgeshire, Bedfordshire, and other counties named after their chief town, an artificial division of the land, called into being by the Government merely as an administrative unit, but, like the Isle of Ely, one of the originally independent principalities the gradual accretion of which has formed England. Very early Suffolk and Norfolk joined together in one East Anglian Kingdom; but that Kingdom endured for centuries, and was not extinguished till its last monarch, St. Edmund, was murdered by the Danes in their great raid of 870 A.D. He was, indeed, but a tributary monarch, under the King of the English; but this was then only a quite recent arrangement, and his predecessors had been wholly independent sovereigns. For many years they were engaged in a heroic struggle to preserve their independence against Mercia, the great power which occupied all the Midlands, and therefore it was that they fixed their Royal abode at Exning, close to the great dyke which bulwarked the East Anglian realm, as, long before, it had bulwarked the Icenian.

Hence it came about that Exning was the birthplace of St. Etheldreda, the foundress of our great "sacred fane" at Ely, round which, almost more than Cambridge itself, the fortunes of Cambridgeshire have centred. Her father, King Anna, was called to the East Anglian throne in troublous times. Christianity and Paganism were at death-grips throughout the land. And the latter cause was championed by the monarch who was, for the moment, far the most powerful of the English sovereigns, Penda, King of Mercia. From his central position he struck out north, south, and east, at his Christian neighbours. His first blows were against Northumbria, where he successively shattered the Roman Mission of Paulinus and the Celtic Mission of Aidan. Next he drove into exile Kenwalk, the first Christian King of Wessex, and finally, in 654, burst over the East Anglian frontier "like a wolf, so that Anna and his folk were devoured as in a moment."