That is indicating that they are basing, or calling, another constructor in the class when this one gets called and passing the value as an array of BarInterval. In this case it's not a base class because otherwise it would say : base(...), it's another constructor defined in this very same class.
This is very common because you want to access a class a number of different ways, and in this case, it appears they wanted to be able to send just a single object at times without setting up an array in the code.
However, one thing they could have done is just changed the other constructor, the one being called with : this to be this:
public BarListTracker(params BarInterval[] interval)
and they wouldn't have even needed the second constructor. It's a cleaner solution and yields the same results everywhere. The other constructor still gets an array, you can even pass an array to it if you wanted:
var arrOfBarInterval = new BarInterval[] { val1, val2 };
var tracker = new BarListTracker(arrOfBarInterval);
But, you can also just pass one:
var tracker = new BarListTracker(barInterval);
If you have the ability to do that I would recommend it.
One caveat to note, the : this(...) constructor gets called and executed before the constructor you're in. Keep that in mind when building logic.