Viewing downloaded movies on my TV

I have an iPad Pro. I have downloaded several movies purchased through iTunes Store. I have an HDMI adapter. I have used it to watch movies that I am streaming. I tried to watch a downloaded movie. I received a message that the download was not the proper format for use with an adapter. The instruction was to stream it or download a version that is compatible for use with an adapter. When I download a movie from iTunes I am not given any options to download a version that is compatible with an adapter. Please advise how I can use an adapter so I can watch movies in my RV when I do not have a WiFi signal that I can use to stream.