They're refering to the ATIS broadcast. ATIS stands for automated terminal information service, which is nothing more than a short-loop tape recording made by ATC tower personnel (usally, once an hour) that contains airport weather, runways and approaches in-use, and any notices to airmen (NOTAMS about closures, inop navaids, etc. Each time the ATIS tape is updated, it gets a sequential identifier (Alpha, Bravo, etc.) to distinguish it from the previous one.
When pilots mention to ATC that they have information "whatever", they're saving ATC from repeating the same info over and over again on the radio, and it also allows ATC to know whether a crew has stale info, i.e. a crew calls in with "Charlie" but that "Delta" is now current. (Updated after the crew checked and got "Charlie).
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