For instance, a vendor who is crying in the street "red hot! red hot!". Does it mean a chili pepper? The action takes place in New Orleans.
A "red-hot" is any of several varieties of mild sausages known also as "hot dogs" or "frankfurters". See the Wikipedia disambiguation page for more information, and see here for a personal memoir (including the disappointment that what are sold as "red hots" were often ordinary hot dogs, and not their reddish and spicier cousins).