Since high frequency electromagnetic waves travel at or near the surface of the wire, then the wire has no need to be solid copper, as there won't be any current flowing through the center anyway. Thus most antennas are hollow (to reduce weight).
As the first responder said, sometimes antenna wire is formed from copper wire strands wrapped around a steel core. Steel is a relatively poor conductor, but since most or all of the current flows through the outside, this doesn't matter. The steel center provides strength, as steel is stronger than copper, and it is usually less expensive.
But you can just use pure copper wire also; it shouldn't matter for most applications. If using a two conductor wire -- one ground and one for the signal in the same cable -- then keep in mind that a "twisted pair" is more resistant to outside noise:
Antenna wire has a steel core to reduce stretching and breakage.
ANTENNA WIRE CONTAINS A FEW STEEL WIRES COMBINE WITH COPPER WIRES THEN TWIST TOGETHER. THAT MAKE THE ANTENNA CABLE IS MUCH STRONGER AS IT IS USED TO BUILD SHORT WAVE "T" SHAPE ANTENNA THAT REQUIRE A LENGTH OF HUNDRED FEET.
For frequencies up to about 100 megahertz, any kind of wire will work, but it will not look very professional if you use, multi conductor cable with all the conductors connected at both ends. Over 100 feet between supports, it may not be strong enough in a high wind. Above about 100 megahertz 1/4 inch steel wire may work well if it is copper plated = most of the current travels near the surface = skin effect.
The antenna wire is possibly hard drawn for extra strength.
The cable between the radio and the antenna needs to good quality if this is a long distance, even at less than 100 megahertz Neil