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What are the main differences (except for the obvious, one is round one is square) between the round pin headers and the square ones?

Or differently asked: Why would someone choose round pin headers over the square ones (or the other way around)?

Round pin headers:

round pin headers

Square pin headers:

square pin headers

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    \$\begingroup\$ For perspective, I just got the round hole headers in thinking they were just a nicer header and found that I can't plug in what I expected to. \$\endgroup\$
    – MZA
    Aug 15 '16 at 20:29
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The round pin headers (also known as "machine pin headers") typically provide a more secure fit, with more contact surface area between the pins and sockets. They are often used in applications where vibration is a problem.

They're not used universally, because the machining process makes them significantly more expensive to manufacture than the square pins. Also note that the square pin typically won't fit into a round socket, and round pins going into square sockets can have problems maintaining position (or even contact).

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    \$\begingroup\$ Also, the round ones is often easier to solder on the same side as the ssockets instead of needing to use double a sided pcb \$\endgroup\$
    – chwi
    Nov 26 '13 at 19:43
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    \$\begingroup\$ Expanding on the note that round pins have "more contact surface areas between the pins and sockets", you can use rounds pins in higher current applications than you can with square pins. \$\endgroup\$
    – gbmhunter
    Jan 14 '15 at 23:51

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