How to convert .asx files to .mp4 format.
Converting Microsoft ASF Redirector Files directly to MPEG-4 Videos (.asx to .mp4 conversion) should be possible, even though your options are limited.
Use a video editing software or (online) conversion tool, such as FFmpeg, which should allow users to import ASX files and export them in MP4 format.
Program for multimedia streaming and conversion
A digital media player and library