Hey Martin,
the type of cable recommended is 3+PE, shielded. Cables especially made for drag chains are e. g. LAPP ÖLFLEX® CLASSIC FD 810 CY or IGUS chainflex® .
As for choosing the wire’s cross-section area (or diameter aka gauge), it is dependent on current. See discussion below. For my 220 V 2.2 kW (= 10 A) spindle I use 2.5 mm² wire.
- Comparison chart of AWG (blue), SWG (red) and IEC 60228 (black) wire sizes (hover mouse over a field to see dimension)
You may also be interested in this, this, this, also this, and see here and here.