Roger that is an informal variation of the standard procedure word "roger", used over two-way radios to confirm receipt of a message. While strictly unnecessary and frowned upon in formal military or aviation radio discipline, it is heavily used in civilian, commercial, and emergency service communications to provide a slightly more conversational acknowledgment.
Heard on the job
Roger that, dispatch. We're en route to the substation now.
Insider tip
Professional radio operators stick to a simple "roger". Adding "that" marks the speaker as a civilian or someone influenced by movies.