I have collected a bunch of videos using Kinect for windows 2 using the kinect studio with file extension .xef.
Now I want to write a program to load data from them and just playback or save as another format, but I have found little resource to doing so, is there any useful resource to do that?
Actually, you can use the Kinect Studio API to read and play .xef files since the last SDK release (KinectSDK-v2.0_1409). It is just not properly documented yet, but can be integrated into your code. Here is a short description to use it (tried in a VS 2013 C# Solution):
The API is described here.
And here is some sample code from Carmine from the Microsoft Kinect team.