There is only one file type that uses the .OGX extension:
Ogg Vorbis Multiplexed Media File
Multiplexed media file saved in the Ogg Vorbis container format; similar to an .OGG file, but can include multiple media streams encoded with different codecs; used for storing compressed audio and video data.
OGX files can be played using one of many DirectShow-based players for Windows. They may also be played with other media players that have a compatible Ogg Vorbis plugin installed.
NOTE: The OGX file format is designed to replace the previous OGG format.
Updated: February 11, 2016