Render the image files from After Effects to a specific folder.
Once that’s done, start up Vegas, go File – Import, browse to your AE folder, click on the first image and then click the Open Still Image Sequence box at the bottom of that window. Make sure that the range is the same as what you rendered out. Click Open which will bring up a new window. Make any changes in this new box if you have to and then press OK. The file will now show up in your Project Media tab. Drag it to your timeline and play it 🙂
