When I studied turbulence on my own with the famous book by Hinze, oscillograms were extensively mentioned there, without saying what they measured. All the attention was focussed on "hot-wire anemometers". Are these things still used?
An oscillogram should be produced by an oscilloscope, and so should be a voltage measurement. The air passing over the hot-wire cools the wire, changing (increasing if I remember correctly, but you should verify that elsewhere) the resistance. Depending on the construction, the probe may be intended to keep a constant wire temperature or a constant current - the voltage supply would change to keep the desired property constant, and the measured change in voltage can then be related to velocity based on analytical correlation (fluid flow past cylinder) or calibration of the probe.
Hot-wire probes were very common in earlier turbulence research (Dr. Jim Wallace, a senior professor at U of Maryland where I'm a student, did a lot of turbulence research with hot-wire probes), but they seem to uncommon these days. It is not, I think, a problem with data quality but more that the measurement is invasive. Turbulence properties are more frequently taken with laser Doppler anemometry (LDA) these days, which is less invasive but also more expensive.
Hot-wire probes are still used in industry. The one I used though did not respond very quickly and only had direct output to an LCD (no output to oscilloscope), so this kind of device would not be useful for turbulence research.