If you've ever recorded longer sections of video on your GoPro, you will have found that video gets split up into smaller segments. Precisely how long the chunks are depends on the video mode you're using and which camera model.
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The segments can be easily and seamlessly rejoined in editing software like GoPro Studio, Final Cut Pro, or Adobe Premiere. The camera is not actually stopping and starting recording, and there should be no lost frames that give away the break.
So why do GoPros cut the video files up?
There are two overlapping parts to the answer. The first is that it's a safety precaution. By splitting up the video it reduces the chance of you losing all your footage if the file gets corrupted somehow. It's called chaptering, and the idea is that if one chapter gets corrupted the others should still be okay because they're separate files.
But there's also a practical limitation. If GoPro's didn't break footage into chapters, you wouldn't be able to shoot more than about 9 minutes of video at a time at the highest settings.
The HERO4 models use chapters of a maximum size of 4GB. Earlier models use smaller sizes. That 4GB limit isn't some random number they dreamed up. So why use that number and not, say 25GB?
The answer has to do with maximum compatibility and the limitations of the filesystem used on your memory card. By far the most widely compatible filesystem these days is known as FAT32 (for 32-bit File Allocation Table).
FAT32 is quite old--Microsoft first rolled it out with Windows 95--and it lacks some of the sophistication and features of newer file systems. It has things going for it: it's reliable, it offers solid performance, and, most importantly, it is very widely compatible. That last point is crucial, because it means that you can put your memory card in pretty much any computer and be able to read it without having to install extra software. Whether you're using Windows, Mac, or Linux, a FAT32 external hard drive or thumb drive or memory card should work. So nearly all consumer devices aim to be compatible with FAT32.
But FAT32 has a limitation hardcoded into it: the maximum file size that it can handle is 4GB. Back in Windows 95 days, that seemed pretty huge. These days, not so much.
If you're recording high definition video on a GoPro HERO4 Black, for instance, you're going to fill up 4GB pretty quickly. In some video modes, it's as quickly as 8 minutes and 52 seconds. If you're using smaller or lower quality settings, you'll get more footage before you hit that 4GB threshold.
That's why GoPro breaks its videos up. Once you get to 4GB, it'll tie off that segment and start a new one. Once that new one gets to 4GB, it'll start another. And so on, until you stop the recording, the card fills up, or your battery runs out.
A wrinkle is that GoPro's don't actually use FAT32 in every instance. But they still aim to be compatible with FAT32. For 32GB memory cards and smaller, GoPros will format the card as FAT32 (the 32s are just coincidence here--they're referring to different things). But 64GB memory cards and larger use a revised, newer version of FAT known as exFAT. ExFAT actually allows for much larger files. But it's not going to do much good having those much larger files if then try to copy them onto a computer hard drive or memory backup device that's formatted for FAT32. So GoPro's don't take advantage of the fact that exFAT can accommodate much larger files.
If you format a 32GB microSD card in your GoPro HERO4, it will format as FAT32. If you format a 64GB memory card in the same camera, it will automatically format the card as exFAT. In both cases, the GoPro will still limit the maximum filesize to 4GB.
So if you're finding that your long videos are ending up in shorter segments on your memory card, it's not an error and you're not doing anything wrong. It's just the camera working around the limitations of the FAT32 filesystem. And it can also be a good thing. Splitting a long video into several smaller files reduces the risk of the all-your-eggs-in-one-basket problem of having one single large file becoming corrupted and losing everything.