"I must be going potty," she thought: "I thought I heard bagpipes-" Penny knew the sound of bagpipes quite well, because she had been in Scotland the summer before and had heard them often. They always started with that awful droning wail, but they grew nicer later on. She rose to her knees and looked round. The man on the lorry had got into his stride and the noise of the bagpipes became nicer; it also became louder, and the grey horse apparently was not so used to bagpipes as Penny - he threw up his head with a whinny and went of in a slow canter.
From TWOPENCE COLOURED, Chapter 9, Penny Leads the Procession.