This rare little instrument, either in F or E-flat respectively a fourth or a minor third above the Oboe, is the highest double reed instrument in existence. It has seen very little use despite being marketed by three major oboe manufacturers.
Recordings of this instrument are quite rare as well. From what I can gather in the scant recordings to be had, is that the sound is more raucous than the Oboe, and less refined. This tends to be the case with all higher reed instruments.
As the instrument comes in two different pitches, it is best to include transposed parts for both the E-flat and F instrument. The one time I wrote for this instrument, I chose the F instrument as it seems to be preferred by oboists due to its key being one octave higher than the English Horn. In general, I would advise against the use of this instrument unless its procurement is assured.
One note, the Piccolo Oboe is also known as the Oboe Musette. I dislike this term, as a musette is a type of bagpipe unrelated to the oboe altogether. Stick with Piccolo Oboe for the name.
A modern composition for solo Piccolo Oboe. I cannot tell if this is an instrument in E-flat or F. Listen for the more strident sound and the few high passages where an Oboe simply cannot play the high notes.