There are very few books about Halliday history in Scotland. The pioneer in this field was Clarence Halliday from Canada who came over to Scotland in the 1960's. He wrote two books:
Halliday,C.(1962) John Holliday;A Forthright Man. Coburg,Ontario
Halliday,C.(1963) A Halliday Family Tree .Coburg Ontario
These give an introduction to the family roots in Annandale and exceptional research for those descended from this John Halliday from Berryscaur,Hutton Parish whose family moved to Canada and spread all over North America.
Halliday, C.A.T. Col (1980) Hallidays Portia Press Ltd,Hampshire
This book covers the early history and follows those descended from John Halliday of Kirkcudbright and Antigua,who made his money from slavery and Plantations. They sold their estate in Scotland and returned to England where they married well and changed their name to Tollemache.
Both books have errors but encouraged me to research our history and expand on the knowledge both these writers took the time to compile.