This stained glass window is in "the new building" (added between 1438 and 1528 and still known by the same description). The original stained glass windows were destroyed along with much else by Cromwell's soldiers, who "put to rights" or, in common parlance, wrecked the cathedral when Cromwell visited Peterborough whilst on route to besiege Crowland.
"This window is dedicated to the Glory of God and in memory of Frederick Cecil Anderson M.A. Canon Residentiary of this Cathedral, Chaplain to Queen Victoria, Hon. Chaplain to King Edward VII, Rector of Holdenby 1865 -1893, and Rector of Lutterworth 1893 - 1907, who died 3rd December, 1907"