What do we know about when the lottery was started?

We know that the lottery began with the arrival of the town.... it was a tradition from the beginning.

The original paraphernalia for the lottery had been lost long ago, and the black box now resting on the stool had been put into use even before Old Man Warner, the oldest man in town, was born. Mr. Summers spoke frequently to the villagers about making a new box, but no one liked to upset even as much tradition as was represented by the black box. There was a story that the present box had been made with some pieces of the box that had preceded it, the one that had been constructed when the first people settled down to make a village here.