E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
When Darius approached Scythia, an ambassador was sent to his tent with a bird, a frog, a mouse, and five arrows, then left without uttering a word. Darius, wondering what was meant, was told by Gobrias it meant this: Either fly away like a bird, and hide your head in a hole like a mouse, or swim across the river, or in five days you will be laid prostrate by the Scythian arrows.