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.MGX File Extension

File Type 1	Age of Empires 2 Expansion Replay File (Most common)
File Format	File
Common?	No
File Description	Recording of a game from Age of Empires II with The Conquerors expansion pack; saves a complete recording of a campaign played by the user; can be played back within the Age of Empires II program. MGX files should be stored in the "Age of Empires IISaveGame" folder in order to be loaded by the program.
Program(s) that open mgx files	Windows: Microsoft Age of Empires II: The Conquerors

File Type 2	Rise of Nations Saved Game
File Format	Proprietary File
Common?	No
File Description	Game saved in Rise of Nations, a real-time strategy game developed by Big Huge Games and published by Microsoft; saves game progress and can be opened within the program.
Program(s) that open mgx files	Mac / Windows: Microsoft Rise of Nations

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http://www.fileinfo.com/extension/mgx