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@Cris > Sorry, @Mark was mistaken; the XDJ-RX2 does not have an ethernet jack, the ProDJ Link is done over the USB connection, the same way as possible with a DJM-900NXS2, CDJ-2000NXS2, or XDJ-1000MK2 units.
This doesn't matter for the XDJ-RX2, however, as your original question is "how to use it with an SP-16," and unfortunately the answer is "there is no ProDJ Link, so you can only connect the audio input."
Even the XDJ-RX unit, which does have an ethernet jack, is not capable of communicating with CDJs or the SP-16 as you are expecting. Sorry!