The harpy's fingers is the name of a whip used to scourge slaves in Astapor. The handle is made of black dragonbone elaborately carved and inlaid with gold. Nine long leather lashes trail from it, each tipped by a gilded claw. The gold pommel is a woman's head with pointed ivory teeth. The whip is given to new masters of Unsullied as a mark of payment.
A Storm of Swords
In Astapor, as Daenerys Targaryen purchases her Unsullied, she gives the Good Masters her dragon Drogon in payment. When Daenerys hands the end of Drogon's chain to Kraznys mo Nakloz, she is presented with the harpy's fingers in return.
Daenerys mounts her silver and raises the harpy's fingers above her head for all Unsullied to see, proclaiming that they are hers. She then rides up to the slavers and sweeps the harpy's fingers down as hard as she can across Kraznys's face, tearing his features half to pieces. When her dragon takes to the air, the Sack of Astapor begins.
—Daenerys Targaryen's thoughts on the whip