The instrument used in King Nebuchadnezzar’s court (Daniel 3:5, 7, 10, 15). It may actually have been a string instrument, but is sometimes translated as "bagpipe." Bagpipes are wind instruments. Instruments like bagpipes were known in the ancient world.
Bagpipe
From Tyndale Bible Dictionary, adapted by Mission Mutual. CC BY-SA 4.0.