ecPopupCtrl

procedure TCustomAutoCompletePopup.ParentWndProc(var Message: TMessage);

at beginning add such block to handle wm_keydown

  //AT - handle KeyDown here for Up/Down keys
  if (Message.Msg = wm_keydown) then
  begin
    if (Message.WParam = vk_up) and (Listbox.ItemIndex = 0) then
    begin
      Listbox.ItemIndex := Listbox.Items.Count-1;
      Listbox.Selected[Listbox.Items.Count-1] := True;
      Exit
    end;
    if (Message.WParam = vk_down) and (Listbox.ItemIndex = Listbox.Items.Count-1) then
    begin
      Listbox.ItemIndex := 0;
      Listbox.Selected[0] := True;
      Exit
    end;
  end;
