I have a mpg file, but what is it?
Files stored in the MPG format are video files embedded with MPEG
  video data compression specifications and data encoding algorithms,
  and these MPG video files are appended with the .mpg extension.
  Specifically, MPEG-1 and MPEG-2 formatting standards are usually
  incorporated into MPG files, which are digital video data compression
  specifications and algorithms developed by the Moving Picture Experts
  Group. These MPG files are normally distributed on the Internet as
  video downloads, streamed videos and digital video content materials
  that are embedded unto Web pages. Windows Media Player is integrated
  with compatibility support and playback functionality for these MPG
  files, which means this media player can be used to open and view the
  video content of files stored in the .mpg format. Apple QuickTime
  Player is a cross platform digital multimedia player that is also
  embedded with compatibility support and playback functionality for
  these MPG files, which means Windows and Mac users can deploy this
  software to open and view the video content stored in files appended
  with the .mpg extension.


you should read this, it might help.

https://www.reviversoft.com/file-extensions/mpg