Progesterone to prevent Preterm Birth

Amber
Hi ladies! My daughter was born 2 years ago at 26 weeks and 2 days, spontaneously. She is now a happy and healthy toddler, Thank God!... I am currently about 4 weeks pregnant with my second child and my obgyn recommends starting progesterone shots at 16 weeks to prevent preterm labor. Is this safe and effective? Have any moms done this and still delivered preterm?