The 4039A is described by STC as a mercury vapour relay designed for instantaneous currents of up to 200 mA. Like all mercury vapour devices it needs a warm-up time before anode volts are applied, in this case 30 seconds.
The electrodes: the grid extends well beyond the anode to maximise the control.
The rod in the foreground is the cathode connection.
The pinch components. The insulated heater passes through the cathode tube four times.
The balloon envelope is 50 mm in diameter, and excluding the B5 base pins is 102 mm tall.
Reference: Data-sheet. Type 4039A was first introduced in 1937.