PRO STICK and filter

Just a quick question, with the pros stick and the filter, which end of the filter connects to the pro stick? Does it matter?

The Pro Stick has a female SMA connector.
The male end of the filter connects to the female Pro stick.
The other end of the filter is female.

so no cable is needed?

Depends on your situation. If it fits, then no.
If you need a little jumper cable to relieve the strain on the dongle(and USB connection) then yes.
I use 6" USB jumpers (with ferrite chokes) so I can connect multiple dongles to an RPI3.

The female SMA on the dongle to the male connector on the filter, the cable from the antenna would have to connect to the female connector on the filter. Is that correct?

yes.

Cables are usually male.
Sockets/devices are usually female.

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A picture is worth 1000 words!

Excellent! Thanks for all the help.

Is there an accepted rule that a Female is an “input” and a Male an “output” (or vice-versa) I believe the FlightAware filter can be used either way round but surely some bits of kit must be used in the right direction?

I don’t believe there’s a rule, but nearly all devices I’ve seen have female connectors on the device and male on the cable. The FA filter isn’t picky as to which way it’s installed, whatever works best for you.