Q: what can open an mpeg file?

a piece of text that says it all:

MPEG files can be played on many popular media players, like Windows Media Player, Apple QuickTime Player and other movie players. It also can be supported by programs such as Windows, Mac OS X, Symbian OS, Android and more. If you have an .mpeg or .mpg extension file, you usually have either MPEG-2 or MPEG-1 video. MPEG-2 is used for DVD discs and Super VideoCD(SVCD), while MPEG-1 is for VideoCD discs(VCD). However, if you want to freely play your MPEG videos on different media players, you may need to iSkysoft MPEG Video Converter for Mac to help you. With it, you can easily convert MPEG to AVI, MP4, FLV, etc. on Mac as you want. If you want to play and convert MPEG videos on Windows 10/8/7/XP/Vista, please get the Windows version here.

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Where did the file come form?

Sounds like it is not a standard mpg file.

What does Get Info list about the file?