Each soldier (or more accurately: each contubernium of eight men who lived, ate, slept, and fought together) would receive rations of wheat (called the frumentum) on a regular basis. This could come in the form of bread, biscuits, unbaked flour or grain for making porridge and made up the vast majority of the soldiers' diet (up to 75% of calories consumed).

A second, separate portion of the rations was called the cibaria: this could include olive oil, vegetables, meat (usually salted) vinegar, cheese, and wine (or potentially beer and butter, on the northern frontier). This diet provided around 3,000 calories per day (perfectly sufficient for soldiers on the march), included plenty of protein, and was sufficiently varied to prevent malnutrition of micronutrients as well.

In camp the diet would be more varied based on local foodstuffs, although generally the Roman camp diet influenced the local diet as much if not more as the reverse.

Of course, these figures were what each soldier was entitled to receive (as the wheat ration was deducted from pay) but not necessarily what they always did receive- though the empire did have the transportation network, administration, and money to be able to keep the legions well fed, in general. After all, this empire was able to supply food to a million people in Rome (and you don't have cities in Europe reach that population mark again until London does in 1800), so it is certainly believable that 30-40,000 men could be fed on campaign.

Source: Philip K. Roth, 'Logistics of the Roman Army at War'