Generally speaking, most ArtNet Nodes are built with 5-pin or 3-pin XLR female as DMX output. 

In this case, 5-pin or 3-pin male to female DMX cable will perfectly fit for DMX lights with XLR input.

However, some control units are made with female Ethernet Connector as DMX output.

Ethernet to XLR connector plus Ethernet cable will do good for such items.

Furthermore, the female Ethernet connector also built to some lighting fixtures.

To meet such demand, you will need Ethernet cable to do the connecting.

Besides, as of today, the lightings fixtures flooded in the market supplied by thousands of manufacturers. 

Many of them build their fixtures with their own cable, you will have to contact your suppliers to make it right.