One more thing to add onto these Chinese cables. You want to know why they are sooooo fast? Because ARM has a series of processors that have built in digital can bus. PIC also has a few units with built in CAN bus as well. In fact one of the new Arduino spec's has included one of these ARM processors with it. They included it so they can communicate in "harsh" environments. CAN communications are designed to work in environments where there may be lots of RF interference, voltage changes, and other bits that can mess with communications. This can be apealing for a number of other markets so some ARM manufactures started adding in this technology to their processors.
So you can either
A) do what i did which was get a cheap micro, then get a can bus micro, then get a can bus transceiver (translates the voltage to a digital digital signal).
B) Purchase a micro with a built in can bus controller.
The processors with the built in controllers are really not much more money. And typically are actually cheaper than buying all 3 chips. This also allows you to solder less, use less PCB, and have awesome marketing information to brag about stating you have a high speed processor. We all know that goes with marketing... So the processor is worthless, not needed, and is only there due tot he connivence of the processor.
I actually almost bought one of the ARM based proto boards just because it had a built in CAN controller, and may in fact do that down the road because really they are quite cheap, and make fabrication a lot easier since it removes an entire chip from my build!
I figured I would just in more info since when I was reading and trying to learn I really couldn't find jack SHIT on information on any of this. Its kind of a grey area where no one seem's to share much information. And the fact that the full spec's for J2534 costs money... that isn't helping anyone.