I don't have an actual D5200, and the models are slightly different. But the D5200 User manual page 51 Recording and Viewing Movies suggests modes A, S, P or M will work.
I'd suggest camera A or P modes.
In A mode, set the aperture you want to use, BEFORE starting the recording. That will use standard 1/30 second, and whatever Auto ISO is necessary. Wider aperture will use lower ISO. This ISO value should show on the rear LCD.