Where in the world ARE you, Jim?
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If in a CE country, then you will indeed need a thermocouple. CE marking is currently required in the following countries:
Austria (since 1995)
Belgium
Bulgaria (since 2007)
Czech Republic (since 2004)
Cyprus (since 2004)
Denmark
Estonia (since 2004)
Finland (since 1995)
France
Germany
Greece
Hungary (since 2004)
Iceland
Ireland
Italy
Latvia (since 2004)
Lithuania (since 2004)
Liechtenstein
Luxembourg
Malta (since 2004)
Norway
The Netherlands
Poland (since 2004)
Portugal
Romania (since 2007)
Slovakia (since 2004)
Slovenia (since 2004)
Spain
Sweden (since 1995)
United Kingdom (Great Britain)
Croatia (since July 1, 2013)
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If in any other countries, then we can assume that your fryer is made by US standards and therefore requires a thermopile – not a thermocouple.
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In either case, here’s a copy of the parts manual:
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http://www.pitco.com/PDFs/manuals/Economy/L22-229.pdf