Green’s Dictionary of Slang

(orig. US) an expression of delight or strong approval.

1906		J.W. Carr ‘Words from Northwest Arkansas’ in DN III:ii 141: hot dog, interj. Bravo!
1914		A.P. Man Jr ‘Further Word-Lists – Virginia’ in DN IV:ii 160: ’ot dog, interj. Whoopee! a mild oath.
1924		P. Marks Plastic Age 26: Cheers of terrifying violence broke loose: ‘Ray! Ray! Atta girl! Hot dog! Ray, ray!’.
1929		W. Winchell On Broadway 7 Oct. [synd. col.] If he yells hot dog, he is Johnny Weismuller, the swimming champ.
1934		Wodehouse Right Ho, Jeeves 91: Hot dog! Tell me more.
1941		A. Gurney Bluey & Curley 21 Apr. [synd. cartoon strip] Hot dawg! I was just waitin’ for you to explode!!
1944		G. Fowler Good Night, Sweet Prince 261: Hot Dog! But that was a glass of beer!
1953		Mad mag. Aug.–Sept. 28: Hot dog! I can see it now in lights!
1963		J. Rechy City of Night 116: ‘Hoddawg!’ said Chuck.
1974		D. Goines Swamp Man 45: ‘Hot doggie!’ Sonny Boy yelled.
1984		C. Thiele ‘Lock-Out’ in Chatfield & Williamson Aus. Stories 91: Yeah? Hot dog!
1998		(con. 1960s) G. Washington Blood Brothers 55: Shilee screamed with joy. ‘Hot dog. Kiss my old boots.’.
2005		E. Weiner Big Boat to Bye-Bye 6: She said ‘Hot dog!’ kissed me cheek, and we cabbed uptown.