A XLR connector is an electrical connector used for audio, video, and stage lighting equipment. The come in a circular design with anywhere between three and seven pins.
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Yes, the XLR connector can be rotated and locked into position
It is a XLR microphone connector that has holes instead of pins
In the manual
XLR has a locking mechanism on it, can't short itself and is more robust connector in general.
The XLR connectors that are found on lighting equipment are a half circle, with 3 prongs on the male connector, and 3 holes for prongs on the female connector.
XLR
Connector and impedance
Connector. male = pins, female = holes
XLR refers, not to the cable (wire) per se, but actually to the type of connector used. An XLR connector has 3-pins and is used primarily in audio. Professional microphones and other audio equipment use it. Of the three pins, two are for the balanced signal, and one is for the shield. The wire used then is a two conductor shielded cable using a braided wire or a foil shield. So, an "XLR cable" refers to a two conductor, shielded cable with XLR connectors on each end.
You shouldn't - it's purpose is to keep the RF noise away.
Hard to know without knowing the context. It's either a stereo microphone connector, or a DMX connector - both have 5 pins.