They would show white flags or white class lights on the boiler, and marker lights or yellow flags (markers) on the pilot beam.
Around the 1890's to early 1900's, most railroads gradually switched signal colors from green for caution and white for clear to Green for clear and yellow for caution. Some railroads switched all the way, including changing markers from green flags or lights to yellow. Others decided to change only fixed signals along the ROW, hence most lines kept green and red for markers.
So, you had the NYC, D&RGW, NKP, etc., with yellow on the three sides, while others retained green and red.
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