What does "have the numbers" mean when talking to ATC?
This is from the FAA's Pilot/Controller Glossary:
HAVE NUMBERS − Used by pilots to inform ATC that they have received runway, wind, and altimeter information only.
The AIM has some more information in 4-1-13 and 4-1-18, which comes down to "having 'the numbers' is not the same as having the ATIS". The equivalent controller information is in the ATC Orders 3-9-1, 3-10-1 and 7-1-3. For example:
3−10−1. LANDING INFORMATION
Provide current landing information, as appropriate, to arriving aircraft. Landing information contained in the ATIS broadcast may be omitted if the pilot states the appropriate ATIS code. Runway, wind, and altimeter may be omitted if a pilot uses the phrase “have numbers.” Issue landing information by including the following:
Pilot use of “have numbers” does not indicate receipt of the ATIS broadcast
In most cases, pilots will just tell ATC that they have the ATIS anyway, as Ron described in his answer. But, there are some towered airports that have no ATIS, only AWOS, e.g. Columbus, Indiana (KBAK). In that case, telling the tower controller that you have the numbers is the only thing you can actually do (other than not tell them anything and let them give you the information, of course).
This typically refers to the altimeter setting and the wind speed/direction. The pilot usually gets this either by listening to other transmissions from the tower or by listening to ATIS prior to contacting the tower.
Usually when I make the first call to approach or tower, I've already listened to ATIS and have the latest report. So my first call will go something like this:
Green Bay Approach, Cardinal N12345 inbound to land with Kilo
ATIS is usually hourly (unless there is a major change) so tower will typically tell whoever is calling what the most up-to-date wind/altimeter is when they first contact. Saying "I have the numbers" just tells tower that they don't have to repeat it, although it really doesn't save time.
It should be noted that according to the AIM 4-1-8, a pilot saying "have the numbers" does not indicate to the controller that they have listened to the latest ATIS. ATIS information includes airport advisories so controllers will not assume you listened to ATIS if you say "I have the numbers".
So, if you listened to ATIS say "with [insert ATIS letter here]". If you haven't listened to ATIS or you are arriving at an airport with AWOS/other weather broadcasts, you can say "I have the numbers".
Also, you should never use "I have the numbers" when flying IFR.