"Bloody show"

This might be a stupid question but what is the "bloody show"  I keep seeing it as a topic on this app...I have 2 children and one on the way and I never experienced this with either of my pregnancies...Is it because my babies were early? (35 weeks) I don't know if it only happens if your full term or maybe it's not something every woman has when pregnant but I'm just curious...My dr has never mentioned this either with any of my pregnancies