Making your own cable can be fun and easy!
This one was made from an off-the-shelf JAMMA harness, with a fingerboard at the far end. The corners of the fingerboard were hacked off with a dremel to make it less sharp and painful to use.
There's a length of shrink-tubing over the whole mess, with a zap-strap at the ends to keep it from shifting. The ends of the shrink tube were heated to grip the straps, then the two ends were dipped in plasti-dip, to give it that uniform blue colour, and to secure the whole assembly.
If you're considering a similar route, remove the paper labels on the femal side as the plasti-dip will, over the years, pull them off and they'll become a bit loose.
I've had this cable for about 8 years now and it's never failed me.