From A Wiki of Ice and Fire
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 purchases her Unsullied, she gives the slave masters her dragon Drogon in payment. Dany hands the end of Drogon’s chain to Kraznys mo Nakloz. In return Kraznys presents her with the harpy’s fingers.
Dany mounts her silver and raises the harpy’s fingers above her head for all Unsullied to see and cries at the top of her lungs that they are hers. Dany then rides up to the slavers and sweeps the harpy’s fingers down as hard as she can across Krazny’s face. The lash tears his features half to pieces. Drogon then takes to the air and the Sack of Astapor begins.
|“||Dany turned the whip in her hand. Such a light thing, to bear such weight.||”|