Unknown. First attested in 1894. A connection to Yiddish as some propose is unlikely.
German Fink ("finch; frivolous or dissolute person; informer") as finches are notoriously chatty birds in groups,
the slang name pink for Pinkerton agents and their use as strikebreakers in the 1892 Homestead strike. If the term is from the corporate name, then it is of Scots origin, Pinkterton being from a place near Dunbar, which is from an unrecognized first element and Old English tun ("enclosure, homestead, etc.").
From Afrikaans vink
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