Sony Vegas supposedly supports formats from Adobe Premiere Pro and such it should be possible to export .veg projects to .prproj projects. However some users report that this works mostly for simple projects and may not be perfect for complex ones.
Convert Sonic Foundry Vegas video project to Adobe Premiere Pro project.
We found one software available in the database for this conversion.
Microsoft Windows software - convert veg to prproj on Windows
A set of professional tools for broadcast production by Sony
Convert from veg file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.