Micro-spies are an Umojan technology used for surveillance and reconnaissance. They are around the size of mosquitoes, and are released in a small cloud. From there, the user can use a central console to switch between their onboard cameras, allowing them to explore an otherwise inaccessible or hostile area without drawing attention or entering themselves.
These devices are fairly valuable, and many in the Terran Dominion can only acquire them through the black market. Jake, in his exploration of the planet Goldilocks, used these to explore a cavern with destroyed protoss technology, but the micro-spies were destroyed by the dark templar Lassatar. Jake never figured the exact reason why he destroyed them, but hypothesized it would have attracted the zerg in the area.