A site with some basic details on DMX, connectors (3-pin, 4-pin, 5-pin, Socaplex, Blugin etc.), and basic theory on why to terminate etc.
http://www.dmx512.com/web/light/
For anyone wanting a little more detail, try:
http://www.euro-pa.be/dmx.html
http://www.dmx512-online.com/
This should you some details of the USITT DMX512(1990) protocol.
DMX-512 websites
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