Battle of Ramillies
Hay became colonel of the Scots Greys in 1704 by purchase, becoming a Brigadier General. Under the command of Hay the dragoons fought several distinguished actions, particularly at the Battle of Schellenberg where the unit dismounted and helped storm the heights on foot. The Greys also fought under Hay at the Battle of Ramillies, taking prisoners of the famous Régiment du Roi and, according to tradition, winning the distinction of wearing grenadiers' caps since enjoyed by the regiment.