PSA: Shooting Fire Causes Fires
This is the legal and stupidly expensive incendiary round known as Dragon's Breath. A 'tacti-cool' round found in every Mall Ninja's range bag.
Basically, the makers have replaced the lead shot with little chunks of magnesium. That's why they're so expensive I suppose, and the reason each round is so bright. The heat flaming magnesium produces is also the reason Dragon's Breath tends to light everything on fire.
You can file this under the basics of firearm safety, know your target and what is beyond. If it's an endless field of dry grass and brush, you might skip incendiary day.