GDG is the extension given to GDevelop Project Format files. GDG files are used by the GDevelop software to store projects. GDevelop is a development tool to create 2D games without programming knowledge. It is available for Windows, Mac and Linux. On the GDevelop website by Florian Rival, you can find information about supported file formats like GDG.
To open GDG files, use the GDevelop software. GDG files likely can be exported to other formats. The GDG file extension is also used by the game Close Combat 4: The Battle of the Bulge to store game data. Additionally, geoscientists use GDG files to store geographical information system (GIS) data.
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