It was recorded in January 1924, a time when radio was barely even a serious industry and few people had a set in their home. (By comparison, CFRB did not even sign on until 1927.)

The song, which is pretty awful but typical of the day, is called "Mr. Radio Man." It's credited to Lewis James and is actually featured in the Library of Congress. 

This won't be high on anyone's playlist, but you can hear this historical tune online here.