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He may not have been baptised

Looks like he was illegitimate - no father named on marriage record

First name(s) James
Last name Hunter
Marriage year 1837
Marriage date 24 Nov 1837
Marriage place Edinburgh Parish,Edinburgh,Midlothian,Scotland
Spouse's first name(s) Marion
Spouse's last name Stupart
Place Edinburgh
County Midlothian
Country Scotland
Spouse's father's first name(s) David
Spouse's father's last name Stupart
Record set Scotland Marriages 1561-1910

Image on SP says:

Edinburgh 20th November 1837
(Proclaimed 19th November 1837)
James Hunter, tailor, residing No 423 Lawnmarket, Tolbooth Parish, and Marion Stupart, residing in Advocates' Close, same parish, daughter of the late David Stupart, shoemaker, have been three times proclaimed in order to Marriage in the Tolbooth Parish Church, and no objections have been raised.
Married at Edinburgh 24th November 1837, by the Revd James Kirkwood, Minister of the Relief Church, James' Place.

There are three marriages on that image page, and none of them has parental details for the groom - only for the bride - so I don't think we can deduce anything about James's parentage from that.

Interesting.....................

Not unusual for the groom's father not to be named pre statutory records in 1855. I have a couple, both in the Edinburgh area where the bride's father is named but not the groom's.