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When new my bike had all Shimano components.

When it was time to replace the chain, the LBS installed an SRAM chain.

Was that a mistake on their part (if so, was it a bad mistake)?

I had a problem subsequently, and wonder whether the parts are quite compatible/interchangeable.

Edit -- I thought I remembered someone's saying on this forum that chain and cogs are specially shaped, to help the chain jump from one cog to the next when you change gears; and that this shaping is somewhat manufacturer-specific: so mixing them makes it harder to shift gears.

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The "special shape" is basically a matter of having the pins protrude slightly, so they can engage the ramps on the adjacent cogs. – Daniel R Hicks Jan 3 '12 at 16:30

I run SRAM chains on my bike that has Shimano cogs. It's by choice, as I prefer the SRAM "Powerlink" to the Shimano scheme.

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In general chains and cogs from Shimano and SRAM are interchangeable as long as they are designated for the proper number of cogs. You wouldn't want to run a chain designated as a "10-speed" chain on an 8 gear cassette as the teeth on the cassette are likely to large for the links of the chain.

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