Apparently "newsies" or newsboys (newspaper boys) in the United States are or were noted for having a particularly loud and effective technique of whistling, presumably to attract the attention of customers:

"Tightening my lips, fixing my tongue just so, I inhaled deeply, then blew for all I was worth.
It was a facial maneuver I'd been practicing for months without any thrilling results.
On this day, lo and behold, out came a harsh, brash, somewhat abrasive sound, but easily definable as a whistle, the type we referred to in the old days as a newsboy's whistle.
Not to put too fine a point to this, but it differs radically from the more common, melodious whistle. That is, the one we create by forming a little ''o'' on our pursed lips and then blowing through it.
The newsboy's is more difficult, some practitioners requiring the aid of two fingers in the mouth to pull it off."
http://articles.orlandosentinel.com/1996-10-18/lifestyle/961...

"On the corner of Forty-second Street I gave the whistling newsie two bits for the Times (keep the change, kid)."
https://books.google.es/books?id=nS3MB-j2djkC&pg=PT126&lpg=P...

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Note added at 47 mins (2015-09-29 17:05:23 GMT)
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I've often seen and heard people whistle very loudly like this, with two fingers in their mouth, and I've always thought it would be a useful skill, but I've never mastered it. It's very loud, carries a long way and is impossible to ignore.