X file format
From GDWiki
The X File format is a file used by Microsoft for easy loading, and animating of meshes in Direct3D.
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[edit] History
The X File was first introduced around DirectX 7 or 8 SDK. The X file is pretty much one file that contains all texture coordinates, primitive coordinates and value in one compact file.
[edit] Using in D3D
The advantages of using X files is that all coordinates for mesh and texture are in the file, and the file can be loaded and parsed with a few built in functions in the DirectX SDK. However, it is harder to use X files due to their sheer complexity; although everything is in one file, it takes some code to set up, and it can be intimidating when converting from one model type such as Milkshape files since when the DirectX API reads the mesh file, there are the possibilities of holes to be in the final product even if the modeling program shows none. If simple meshes (cubes) are used, in a game it might be better to use a standard file such as 3DS or just 'hard coded' coordinates.

