The painting is set in an English garden in Broadway in the Cotswolds, where John Singer Sargent spent the summer of 1885. Sargent wanted to capture the exact level of light at dusk so he painted the picture out of doors, in the Impressionist manner. Every day in a period in the summer and autumn he painted in the very few minutes when the light was perfect. The following summer he resumed painting and finally finished by the end of October 1886. The girls are Dolly and Polly Barnard. Their father was the illustrator Frederick Barnard - a friend of Sargent's. The title comes from the refrain of a popular song “Ye Shepherds Tell Me“ by Joseph Mazzinghi.