Curiously enough, the church celebrates the Magi on January 6, so it would seem our celebration of the Holy Innocents is a bit early.
The Holy Innocents, like the Feast of Stephen, falls on the day the saint(s) or martyr(s) entered into eternal glory. Church tradition holds that the date of the slaughter of the Innocents is December 28.
The Feast of Epiphany was placed into the church calendar to help us celebrate the life of Christ during the church year, so it comes at the end of the 12 Days of Christmas.
An excellent carol that celebrates the Holy Innocents is the Coventry Carol.
Lully, lullay, Thou little tiny Child,
By, by, lully, lullay.
Lully, lullay, Thou little tiny Child,
By, by, lully, lullay.
O sisters too, how may we do,
For to preserve this day
This poor Youngling for Whom we sing
By, by, lully, lullay?
Herod the king, in his raging,
Charged he hath this day
His men of might, in his own sight,
All young children to slay.
That woe is me, poor Child for Thee!
And ever morn and day
For Thy parting neither say nor sing,
By, by, lully, lullay.
Lully, lullay, Thou little tiny Child,
By, by, lully, lullay.
