When you change the RadScheduler.HeaderFormat property, it is expected to affect the header cells' text immediately. You can specify the desired format when loading the form and initializing RadScheduler. The ActiveViewChanged event is expected to be fired when you change the view - from DayView to MonthView for example. Hence, initially it won't be fired until you switch to another view.
Note that you can customize the cells in RadScheduler and handle the CellFormatting event. Thus, you can change the text of the header cells as well.
I hope this information helps. If you need any further assistance please don't hesitate to contact me.
Dess | Tech Support Engineer, Sr.
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