I cut in FCP at work, and I use AE on a Windows box at home.
For the trip home, I export the clips from FCP as Quicktimes in ProRes HQ. This is because the latest version of Quicktime 7 (do NOT use QT X) can't Read ProRes 422, but it CAN read ProRes HQ.
And notice I used the word "read": you can't write using any codec in the ProRes family unless you have FCP 7 installed on your machine. What to do? Render PNG image sequences in AE. It's a lossless round-trip.
I'm not the only one who does this: Todd Kopriva, Adobe's point man for information about AE, follows the exact same procedure: FCP>ProRes HQ>AE>PNG Sequence.
I don't know if FCP can export DPX sequences; if it can, you could use them too, along with other kinds of image sequences, PNG included. Remember that AE's default frame rate for imported image sequences is 30 fps. You change it in the Interpret footage settings. So you'll also want to know the PRECISE frame rate of the project: 59.94, 50, 29.97, 25, 24 or 23.976 (aka 23.98).
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