I have an old trane baystat 239 and want to change it out with a Honeywell th5220. Can't find out color differences
Trane.
Black = x2
Orange = o
Green = g
Yellow = y
Brown = T
Red = R
White = w
Blue = B

Any help would b grateful
Thanks

Basically this is what Honeywell came up with for terminal designations:

W, W1, W2 - Heat Relay (1 and 2 means single or dual-stage heat)
Y, Y1, Y2 - Cooling Relay(s)
G - Fan Relay
R - "High-Side" of 24V Transformer
C - "Common-Side" of 24V Transformer

O and B Terminals are either used for a reversing valve if it is a Heat Pump, or if there is a zoning/damper panel it is used to put it in Heating or Cooling Mode (B - Heating Mode, O - Cooling Mode).
***If you have an older zoning panel with both the O and B terminals then you will need a thermostat with both of those terminals - A Honeywell 3000 or 4000 has both***

NOTE: B Trane sometimes used it as their Common Terminal "C"
T - could be a heat anticipator/outdoor reset.
X2 - Could be second stage of electric heat on a Trane unit. Also could be air flow sensor, or LED's

I hope this helps. If you provide more info I can be more specific: Is this a heat pump? Is there zone dampers? Is there an outdoor sensor? Is there a sensor in the supply duct? Are there electric heat elements in the air handler?