Most historians believe the 1639 broadsheet The Freeman’s Oath was Daye's first publication. However, this work may have actually come second, following the printing of the first almanac composed by William Pierce. Pierce's almanac, as was typical, commenced with the month of March, which according to English law and custom was the first month of the year, rather than the Gregorian calendar that began in January. Consequently, Daye must have printed Pierce's almanac prior to the English first of the year that began on March 15. In 1640, he printed the Bay Psalm Book, the first book published in the American colonies. The next year, 1641, Daye was rewarded for his work with three hundred acres of land.
