Definition
Used to acknowledge receipt and understanding of a message
Origins
Extension of roger for received in radio traffic (by 1950), the pronoun referring to the last information received; in use by 1969, popularised at first by radio transmissions from NASA's Apollo missions, later in military fiction.
How People Actually Use It
Slang, usually used in radio transmissions such as military communications, meaning "I understand" or "I hear you." Synonymous with "I copy that." Often just "Roger"
"-All Units, this is a Code Red. Return to base, over? -Roger that. Heading to home."
Source: Urban Dictionary