There are a couple of ways to make RS232 and similar cables, either by soldering or crimping:
I have found that the best solution is to use crimping, but with a military spec pin and crimper. With this solution, we can make cables quickly and reliably. The pins and tool are not cheap, but neither is a trip back to a job site to troubleshooting a bad wire. In addition, the pins can be easily reconfigured in the event of a mistake or changing of equipment, making the cables more re-useable. The long term payoff is well worth the investment in the upfront cost of materials. Here is what I recommend:
1). Crimper from Ideal (~$120). Here is where I got mine: Techni-Tool.
2). Pins from Stanley Tools. If you find or know of another supplier, please let me know
3). Stanley also sells the DB-9 backshell, but they are over-priced. I like the ones from Digi-Key:
Below are some photos showing how to use these tools to make a crimp connection.
Note: I learned about this method of making RS232 connections from a client that was in the Air Force and worked on the electrical systems of various aircraft using these crimp tools and techniques.
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