It is not expecting the second argument of “my_video.mp4”. What I would try running first, is the video-viewer sample, which you can see being used for RTSP input here:
https://github.com/dusty-nv/jetson-inference/blob/master/docs/aux-streaming.md#rtsp
Then if you can view the stream, you can modify your application to use similar code to video-viewer.py.