A hot dog was a sausage served in a bun.
Hot dogs were popular fair served at baseball games. (DS9 episodes: "Starship Down", "For the Cause", DS9 novel: The 34th Rule, VOY episode: "Future's End")
Benjamin Sisko liked his hot dogs served with ketchup, mustard and relish, the buns toasted and the franks grilled. (DS9 short story: "Living on the Edge of Existence")