Prophecy Record

A Prophecy Record is a small, spun-glass ball that appears to contain a swirling mist. The balls are presumably created, and certainly kept under the protection of the Ministry of Magic in the Department of Mysteries. The Hall of Prophecies previously kept hundreds upon thousands of prophecy records, though a a number were destroyed during the Battle of the Department of Mysteries, and it was implied that all of them were destroyed in the film (When Ginny Weasley uses a Reducto spell on a Death Eater, and causes the shelves holding the records to topple upon themselves in a Domino effect.

Name Misconception
Prophecy records are often referred to as simply "Prophecies" though this is an incorrect term, as said by Albus Dumbledore. The Prophecy Records are merely logs of Prophecies made, actual prophecies are the words spoken by a Seer, such as that made by Professor Trelawney

Physical Details
Prophecy records are typically small, and can be held in ones hand easily, though they apparently vary in size slightly, as the Record of the Prophecy made by Sybill Trelawny was described as being slightly smaller. They are perfectly round, and contain a swirling, blueish0-grey mist within. In the film adaptation of The Order of the Phoenix, the mist will dissipate a little upon being taken, and will show the face of the Seer who made the prediction, who will then begin to recite the Prophecy tot he holder. This does not happen in the book.

Records are warm to the touch, even though the Hall of Prophecies is described as being cold. It could well be that the reason the room is cold, is because the Prophecies leech the warmth from the air. Upon being smashed or broken (All destroyed records have been seen to be completely smashed, not simply damaged), a ghostly apparition of the Seer will appear, and recite the Prophecy they spoke once again, and then disappear forever. In the film, the records themselves seem to disintegrate upon being smashed, and smoke for a few moments (As seen when Lucius Malfoy drops one).