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The price of genuine Anritsu parts is just eye watering. Even reasonable quality 3rd party 2.92mm fittings are expensive.
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Aren't these just a different higher frequency SMA ?
Yes, 2.92mm, 3.5mm and SMA are all compatible. That isn't the reason for using expensive versions. Cheap connectors can be out of tolerance and destroy more expensive connectors.
Also loose tolerances have a huge effect on the reliability and repeatability of VNA measurements. The sensible thing to do is use high quality connectors and cables.
For a 2.92mm to 2.92mm F-F Calibration Grade Adapter, DC to 43.5 GHz, K(m) - K(m), 50 Ω, Anritsu quoted me $NZD 2,210 (about $USD1,280).
The same type of connector from Aliexpress $NZD 62.00 (including 15% tax).
I can practically hear people screaming at their computer monitor that anything from Aliexpress is crap. I have purchased a lot of stuff from Aliexpress over quite a few years. The one rule I apply is to buy the most expensive version of what I want. I have found that price is closely correlated to quality. I can pay as little as $0.75 for a F-F SMA connector, but there is no way I would risk mating that with a $2,200 Wiltron/Anritsu connector. I would be OK mating a $54 Aliexpress connector to a Wiltron/Anritsu connector.
I am currently making a pin depth gauge set to measure N-type connectors to ensure they are in tolerance. Commercial gauge sets are very expensive.
I have a similar problem with cables. The 360 came without any cables. Anritsu quoted $3,890 for one pair of cables. I can buy a pair of Gore cables from Aliexpress for "only" $430. There are lots of cables on ebay, but that is a gamble.
Keeping the 360 fed and watered is going to be expensive, plus I still need to buy a spectrum analyser to replace the one I shouldn't have sold with the perfect clarity of hind sight. The list of recommended test instruments includes a 100GHz spectrum analyser, 40GHz power meter and a 40GHz frequency counter.
The 360 definitely fits the definition of a great white elephant.