Why is there oftentimes a setup.exe AND a setup.msi in ONE inst packg?

pstein

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When I download software from official webpages then I observe oftentimes a setup.exe AND a setup.msi within the just downloaded single *.zip installer package.
Example: http://www.bctester.de/en/download.html

Why are there TWO files?

Shouldn't it be enough to provide only ONE (either exe or msi) file for installation?

Which one should users officially double click (at first) for installation?

Peter
 

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You're right. Should be enough to provide only ONE (either exe or msi) file for installation.
As you have the two, I would install with the setup.exe.
 

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setup.exe, is that main installer... usually... InstallShield Wizard
I pretty sure the setup.msi is the "bootstrap"..

here is some web data.

An MSI is a Windows Installer database. Windows Installer (a service installed with Windows) uses this to install software on your system (i.e. copy files, set registry values, etc...).

A setup.exe may either be a bootstrapper or a non-msi installer. ... A bootstrapper will contain an MSI instead of individual files.Nov 24, 2009

What is an MSI file?

MSI is an installer package file format used by Windows. Its name comes from the program's original title, Microsoft Installer, which has since changed to Windows Installer. MSI files are used for installation, storage, and removal of programs.

What is the setup EXE file?

File: setup.exe. The standard installation file for InstallShield Windows applications, this process is run on command and installs a variety of software packages. InstallShield is a utility for deploying software applications to Windows.
 

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Melchior is right. The Setup.exe may have a wizard to choose some option. At the end it calls the *.msi.
I have (many times) installed using the *.msi with same results.
 

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    Windows 7 HP 64i5 6600K - 800MHz to 4200MHz4+4G GSkill DDR4 3000IG - Intel 530
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    Windows 7 HP 64
    CPU
    i5 6600K - 800MHz to 4200MHz
    Motherboard
    GA-Z170-HD3P
    Memory
    4+4G GSkill DDR4 3000
    Graphics Card(s)
    IG - Intel 530
    Monitor(s) Displays
    Samsung 226BW
    Screen Resolution
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    Hard Drives
    (1) -1 SM951 – 128GB M.2 AHCI PCIe SSD drive for Windows 7 and Lubuntu
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    Asus Q550LF
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    Sound Card
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    LG Display LP156WF4-SPH1
    Screen Resolution
    1920 x 1080
    Hard Drives
    BX500 120G SSD for Windows and programs +
    1T HDD for data
    Internet Speed
    500 Mb/s
    Browser
    Firefox
    Other Info
    TinyWall firewall
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