This is a glass electrode receptacle. It has a couple threads on the outside. The bottom resembles a lightning rod insulator (LRI), and the hole through the middle is not threaded, just like an LRI, but the similarities seem to end there.

One side of this unusual piece says "No. 3 7500 V O.A.R.."

The other side has a U.S. Patent number that sheds some light on its purpose. The patent (2,072,042) text and drawings actually refer to improvements to the device. It was submitted by an Otto A. Rieman of St. Louis, Mo. He describes it as an insulator of sorts. Here are his words:

"My invention relates to improvements in electrical connecting devices and' more particularly to the type which is commonly known as "electrode receptacles" and employed on gaseous signs for receiving the lilminous tube electrode and connecting it to an electrical conductor. One of the objects of my invention is to produce an electrode receiving receptacle' of the type referred to which will provide proper insulation for the electrical connection between the tube electrode and the conductor and which is so constructed that it will not accumulate dirt, water, insects, and other foreign material and thus cause insulation failures."

You can view the full patent text and drawings in PDF format here:

http://www.insulatorstore.com/downloads/2072042.pdf

Good collecting!

Sandia