The best is when BMW dealerships tell you the same thing. "It's not possible on your car sir, you must upgrade XXXXXXXXXXXX"
^I'd say have someone who's done it before give it a try. If it works, its the first and last time you'll be needing to modify anything. I can't justify buying the cable and still having to learn on top of that.
I'd rather pay the guy who know's and make the job easier.
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