Unfortunately, Render Rocket does not support this output. Similar to other commercial render farms, Render Rocket will only output to image sequences.
A simple example:
Let's say you were to launch a 1000 frame render job and wanted the final output to be a .mov file. After several hours of rendering, your render job fails at frame 999. Any progress would be entirely lost, and you would need to restart the entire animation from the beginning. Not only would you lose time on your project and possibly miss deadlines, you'd also lose money on a failed project.
Now let's say you are rendering to an image sequence and frame 999 fails. You'd only have to re-queue that one frame.
Re-rendering 1 frame is a far better solution than re-rendering your entire project. Rendering image sequences has proven to be the most efficient way of rendering. After you download your image sequence you can import them into your favorite compositing software; such as Nuke or After Effects, to make additional changes before outputting a video format.