I purchased a Cockrum genealogy book published by Emmett Cockrum. In the book I believe I found your grandfather's name and history. The book says there is no documentation of the prentage of James Wallace Cockrum, but he almost certainly is of the expanded family descent of John Cockerham of Lunenburg. Migrated to Rutherford Co. NC. and then a line on into Indiana.It is presumed that he was born in Buncombe Co. In the 1800 cencus he was listed as age 16-25, wife (Anna Brown), same age, and 3 sons and 2 daughers all under age 5. Children born before 1800 were Jane (1794) Rachel (1795) William R (1798) and James Washington (1799). James Wallace's first wife was Jane Sheppard.
The James Wallace family migrated from Rutherford Co. NC to Smith Co. Tennessee in the fall of 1805. In 1809 they moved to Red Banks (Henderson) KY and spent some time in Indiana. In 1812 they moved to Bedford Co. TN. Between 1824 and 1827 they moved to Gibson Co., Indiana. James Wallace Cockrum died on a visit to Grenada, Mississippi and was buried there.
I have listings of the descendants before and after this period.