Spy Probes are small, softball or baseball sized automaton machines deployed by Covenant ships to attach to UNSC ships using electromagnets. During the Human-Covenant war probes were colored dark gray so they can blend into the hull of UNSC vessels, instead of the standard lavender color of Covenant alloys.
Probes have a single photo eye for data collection. Over a number of days, it slowly builds up a charge as it collects data and information. Once it reaches critical energy, a tiny sliver of thallium nitride memory crystal is ejected at the speed of light, surrounded by a miniature Slipspace field. The sliver is directed toward precise Slipspace coordinates where a waiting Covenant entity will recover it and the data it contains.
The Spy Probe may have been inspired by the UNSC's Telemetry Probe, given the Covenant proclivity to "imitate, rather than innovate".