These are called Sequence Locals. You add them to the sequence structure by right clicking on the sequence frame, and selecting 'Add sequence local' from the context menu. A new one will be placed on the border, but initially it will not have an arrow.
Once you wire something to it, an arrow will show up in the square pointing out of the structure indicating that data is being written into that sequence local in that frame. Any frames prior to that frame in the sequence will not be able to use data from that local since the data will not have been written into it yet. All frames after that frame will use whatever value is written into the local from that frame. You can only write to a sequence local in one frame of a sequence structure, but can read that value from any, or all of the frames after. Be careful using sequence structures and sequence locals. They can make you diagram very difficult to follow as you will have to break the left to right data flow and data paths become increasingly hard to follow. Especially if you are passing data from one frame to the next operating on that data in each frame. You then have to create a sequence local to pass the modified data from each frame to the next and they end up stacked up the entire edge of the structure. Ed
