According to this web page, Bobby was a Skye terrier.

I listened to the recording. There are a few Scottish words in it that I am not sure about. I'll type these in italics. I'm guessing at the line breaks.

Greyfriars Bobby, the day is bricht and bra.
Greyfriars Bobby, your master's gone awa.
Come out wee Bobby, we'll roam the brae,
Across the heather and far away.
Greyfriars Bobby, please come out and play?

In Edinburgh, a little dog
Was loved by one and all.
Although nobody owned him,
Everybody would call:

Greyfriars Bobby, the day is bricht and bra.
Greyfriars Bobby, your master's gone awa.
Come out wee Bobby, we'll roam the brae,
Across the heather and far away.
Greyfriars Bobby, please come out and play?

His master slept in the kirkyard.
He loved his master true.
So Bobby slept in the kirkyard.
No other place would do.

The Lord High Mayor made this decree
That gave him great renown.
A dog as loyal as Bobby,
He would have the key to the town.

Greyfriars Bobby, the day is bricht and bra.
Greyfriars Bobby, your master's gone awa.
Come out wee Bobby, we'll roam the brae,
Across the heather and far away.
Greyfriars Bobby, please come out and play?
Greyfriars Bobby, please come out and play?
Please come out and play?