ASX, Microsoft Advanced Stream Redirector File (.asx)
The ASX Audio file format
A file with the ASX extension can serve two functions. Either it is used to store multimedia playlists, referencing more URLs pointing to the individual audio or video files of the playlist. Or it functions as a shortcut to an ASF file, containing a single URL to the location of the according video or audio file. Information for streaming can also be stored inside an ASX file. It can be played with later versions of Microsoft's Media Player and some other media players as well.
Technical details of ASX files
Since ASX files represent a type of XML metafile, they can store playlist information. The most common use is for streaming of multiple, successive ASF files instead of only one. They support RTSP, MMS, as well as HTTP streaming protocols.