I recently read an article that said purple martins mainly eat butterflies. And I have to say, watching them and other swallows, the feed way high in the sky and during the heat of day -- not down low in the evenings when mosquitoes are about. But to answer your question, looks like gourds used for martins.
By the way, if you want martins, they are pretty picky birds. You have to wash out the nesting houses each year and wait till after Mothers Day to set them out -- otherwise sparrows and such will nest in them and the martins won't get close. Also need to be 100' from any building and within 100' of water. Good news is, once you get some, they will always come back.