NYC dopers: why do subway trains sound like violins when they pull out?

I visited some friends in NYC yesterday, and as I was taking some uptown train (either ACE or 123, don’t remember which) I had an interesting experience. When I was waiting for the train there was one of those guys playing the violin-type thing. When the train pulled out of the station I heard this long, high three note phrase that sounded like his violin-type thing.

Then at the next stop, I heard the same thing as we pulled out. I didn’t remember the first one exactly, so it was reasonable to assume that there were guys playing their violin-type things at two consecutive stations.

Then it happened at the next stop! That’s when I realized it was the sound of the train pulling out.

What the hell is that?

It’s a little signal they play to let you know that door is about to close. Or open, if I recall correctly. My sister and I used to like to sing a long “doors clos-ing soon”. Come to think of it, just plain old “doors closing” would have been three notes.