How early can you known you've miscarried?

So, last night, my grandma told me a story. She said she was pregnant before my dad. She said the baby was no bigger than her thumb nail. I was like "When did you know you had a miscarriage?" And she's like "I had an ultrasound and they said it was a miscarriage" and I'm like WTF. I'm like, can you miscarry a baby before it is as big as your finger?