What would be the best MIDI cable to use?

I have a Yamaha Portatone keyboard that I would like to use with CW6 I just got. I have the cable that comes with RockSmith which allows me to plug in my guitar to the computer and it actually works really well with CW6. I can use it on the keyboard, but there is a 1-1.5 second delay between when I hit the key and hear the note.
 
Is there a good midi cable someone could recommend me or is there a way I can kill the latency using the RockSmith USB cable I have?
 
Thanks!