A question about the protecting layer of magnesium

When I had the experinment about the reacting mass of magnesium, I need to use magnesium, as usual. My groupmates and I found a black and thin protecting layer on the magnesium. We ask our teacher what kind of substance it is. He answered that it is a protecting layer added by the manufaturers but he doesn't know what exactly it is. May anyone answer this question? (If you are not sure as well, may you give some possible answer?) It is known that it should not be oxide of magnesium due to its black outlook.

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