Experience with??? Anyone having or has had progesterone shots throughout pregnancy?

I'm 34 weeks today with my 4th child. Since I have a history of preterm labor (earliest actual delivery being at 36 weeks exactly, but labor had to be stopped several times with shots or pills in each previous pregnancy) I have been getting progesterone shots weekly since 16 weeks this go-round. My last shot will be at 35 or 36 weeks. This is my first time to get progesterone shots throughout a pregnancy so I'm wondering if anyone else has had experience with them, how many weeks you were when you received your last shot, and at how many weeks were you when labor & delivery happened??