What did Christ mean when He said "It is finished?" That His mission of providing the means of salvation for all Humanity was finished.
Christ meant that He had finished ALL of the work necessary to save the particular people, God's elect, who had been given to Him by God the Father before the foundation of the world to be their Surety and bring them into His presence.
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He said, it is finished; that is, the whole will of God; as that he should be incarnate, be exposed to shame and reproach, and suffer much, and die; the whole work his Father gave him to do, which was to preach the Gospel, work miracles, and obtain eternal salvation for his people, all which were now done, or as good as done; the whole righteousness of the law was fulfilled, an holy nature assumed, perfect obedience yielded to it, and the penalty of death endured; hence a perfect righteousness was finished agreeably to the law, which was magnified and made honourable by it, and redemption from its curse and condemnation secured; sin was made an end of, full atonement and satisfaction for it were given; complete pardon procured, peace made, and redemption from all iniquity obtained; all enemies were conquered; all types, promises, and prophecies were fulfilled, and his own course of life ended: the reason of his saying so was, because all this was near being done, just upon finishing, and was as good as done; and was sure and certain, and so complete, that nothing need, or could be added to it; and it was done entirely without the help of man, and cannot be undone; all which since has more clearly appeared by Christ's resurrection from the dead, his entrance into heaven, his session at God's right hand, the declaration of the Gospel, and the application of salvation to particular persons."
- excerpt from John Gill's Bible commentary on John 19:30