It's a "portal". You can set these on your route to make more complex AI movements possible. If a train reaches this portal it disappears from the route. This can help to improve performance (if there are alot of AI trains) and to write more complex scenarios.
Just go to the world edito, then the object placement tab and finally you press "m" on your keyboard. In the list there should now show up anything that starts with "m". There is the "Marker-Portal". By the way: You can place such portals everywhere on the track, trains only disappear if their destination is set to a portal, otherwise they would simply go by.