As a newbie, this forum should be right, so here I go

I need to write an application that records movies based on a continuous stream of JPEG images (Background detail: coming from an Axis net cam).
The main requirements I have to fullfill are:
- Be able to record as many as possible parallel (so, ideally, no de-/compression during runtime)
- Choose a file format that survives a 'crash' of the recorder.

To fullfill the first, I opt to record a MJPEG stream, taking the JPEG images as frames. Doing so, this narrows the options about the file format;
AVI and MOV containers, which both support MJPEG 'codecs', are not suitable because of the second requirement - both file formats require an index, which does not exist if the recorder crashes. (Furthermore, writing such an index takes time for longer movies - closing the file should also be a simple task)

Then again, I often read about that the MPEG-1/-2 standards allow a setup for a file that consists only of I-frames, which basically are JPEGs - only a little bit differently 'formatted' (bytewise).
Is this correct? If so, then my next request would be about a routine to convert a JPEG to an I-frame, which probably would take me to the programming forum. (Linking to the MPEG standard specs alone doesn't help me I'm afraid - I simply don't get it )

Side note: the SMJPEG format is not that suitable, as it is hardly supported by standard players - It furthermore also has a 'number of frames' field in the header, which will not be set after a crash.

Or is there another option I yet don't know of?