Today there are two different types of RGB lighting devices dominating. The plain RGB uses a 4-pin connector that supplies a common a 12 VDC power line and three Ground control lines. Along the strip there are three colours of LED's. All the LED's of one colour (say, Red) are connected to their ground line, so all of that colour do the same thing at any moment. Same for the other two colours. By manipulating the three Ground lines the Controller that runs the mobo header can create a wide range of colours on the strip and change them. But at any moment the entire strip is one colour. When you use this system, the header with pins on the mobo and the female connector (with holes) on the cable end have the pin / hole on one end marked: that is the 12 VDC supply line, and at EVERY connection you MUST align those.
The more complex system is called Addressable RGB or ADDR RGB or ARGB or Digital RGB. It uses a 3-pin connector (looks like the 4-pin one with one pin missing / blocked off) that supplies common +5 VDC and Ground power lines and a Control Line. Along the strip are LED's of the same three colours, but they all are arranged in Nodes. Each Node has one LED of each of three colours plus a small control chip. All the LED's draw power from the common supply lines. Each control chip listens to the Control Line. It carries from the mobo header a series of addressed data packets with instructions. So each Node controller acts only on instructions addressed to it, and changes only the LED's in its Node. Thus at any moment along the strip all the Nodes can be showing different colours, allowing things like rainbows, and even rainbows that chase along the strip. Because the connectors for this system have a (4-1) pin arrangement, you can only plug them in one way.
Since the power supply lines and the method of display control are so different between these two systems you can NOT mix them on one circuit. So you MUST be sure in buying that you match the lighting units you buy with the type of mobo header already installed on your mobo. Otherwise you have to find a separate third-party Controller to feed the lights. And how do you tell? Well, they should be labelled as either RGB or Addressable RGB (ARGB), but some sellers misuse the terms. Usually they are clear about use of the labels 4-pin 12 V lights (plain RGB with 4 pins and 12 VDC power) or 3-in 5 V (Addressable RGB with 3 pins and 5 VDC power). In the photos, look at the displays they show. Plain RGB will always have an entire light strip (or fan frame) in one colour. ARGB almost always shows you rainbows because that is the fancy display that cannot be done with plain RGB.
Watch out for confusion! You are probably familiar with the fact that fans now come in older 3-pin and new 4-pin types. Those labels pertain to the MOTOR designs and how their speeds can be controlled. But now the LIGHTS also come with labels of 3-pin (ARGB) and 4-pin (plain RGB). So when you get to lighted fans, you need to figure out whether the MOTORS are 3-pin or 4-pin, and whether the LIGHTS are 3-pin or 4-pin, and the two questions are completely independent! The items called "RGB Fans" may have either type of motor, and either type of lights in their frames. But one common point: they will have TWO separate cables from them ending in different connectors. One will be for the MOTOR and end in a standard 3- or 4-pin fan female connector. The other will be for the LIGHTS in the frame and end in a wider different 3- or 4-pin female connector that goes to a mobo lighting header.
You may find you have more lighting devices than mobo lighting headers to plug into. Similar to using Splitters to connect several fan motors to a single fan header, you can buy LIGHTING Splitters for either type of system and use them to connect several lighting device cables to a single lighting header. And also similarly, when you do this, there is a limit on how many you can combine. Most lighting headers now have a limit of 3.0 A max load (whether they are 12 V plain RGB or 5 V ARGB). Sometimes you can find in the device specs the max current it will require for the lights only (not including the fan motor) , so you can add up those for all the items you plan to combine on one header. Sometimes they simply don't tell you anything. Sometimes they will tell you how many LED's there are; if they do, you can use a reasonable guide that one LED (or Node on ARGB systems) has a max requirement of 20 mA, or 0.020 A, and work it all out.
Most mobo makers sell some mobos with no lighting headers, some with only plain RGB, some with only ARGB, and some with a few of each type. Each mobo company also supplies free their software utility that runs in the background and lets you configure the lights connected to the mobo headers. In every case they have designed these utilities to work with BOTH types of mobo headers on their boards. So the NAME of the utility (MSI Mystic light, ASUS Aura Sync, Gigabyte RGB Fusion, ASRock Polychrome Sync, etc.) does NOT tell you which type of lights match your mobo headers. You MUST look at the headers for pin counts or read its manual for precise descriptions of the actual hardware headers installed on your own mobo model. THEN you know which type of lights you can power and control from those headers.
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