Correct, the DC power source is only for illumination of the lamp of the meter !!
Diamond SX-200 Manual http://www.diamondantenna.net/pdfdocs/SX200&400.pdf
Is it center positive or what is the polarity setup ?
It looks like a 2 part male pin with the longer part at the bottom.
Where can I find a power cord or the right connector to make one ?
Positive Center Pin -- Where found
: SX-200 MANUAL
Coaxial DC power connectors are used in millions of Asian electronics appliances.http://en.wikipedia.org/wiki/Coaxial_power_connector
Connector or Connector with cable can be found at ANY Electronics distributor (Mouser, DigiKey, Allied, Newark, Future),
most amateur radio stores, RADIO SHACK, FRY's ELECTRONICS, some consumer big box stores
One common DC coaxial connector used on many pieces of equipment is the 5.5mm (SHELL OD) x 2.1mm (PIN OD).
Part numbers for this size: CUI Inc. P5; CUI Inc. PP3–002A; Kobiconn 3217-EX; Philmore 210, 210L, 2109; Switchcraft S-760, S-765
IEC 60130-10:1971 defines Five Coaxial DC Power Connectors (measurements in metric).
Type A: 5.5 mm OD, 2.1 mm ID (with optional screw lock)
Type A: 5.5 mm OD, 2.5 mm ID (with optional screw lock)
Type B: 6.0 mm OD, 2.1 mm ID
Type B: 6.0 mm OD, 2.5 mm ID
Type C: 3.8 mm OD, 1.4 mm ID
Type D: 6.3 mm OD, 3.1 mm ID
Type E: 3.4 mm OD, 1.3 mm IDRadio Shack and eBay reseller have assortment packs for experimenter/hobbyist.