You can select all the MIDI notes you want and quantize them. However, I noticed that even when I select the Controller Data with the notes they do not move.
 
In other words, there seems to be no way to quantize Controller Data which is weird.
 
Is there a way to quantize Controller Data with or without the notes?
 
Steve

I never quantize so this is just a guess.  It looks like using the "select controllers within note duration" option prior to selecting the notes to quantize might work. It will supposedly do what you want with a temporal (horizonatal) drag, so might work with an automated drag as in quantization.

Tried that, of course, to no avail. That seems to be only connected to "drag" operations.
 
It seems like there's no way to do this YET it should be a no brainer that there should be, though I suppose it's really not a big deal.

In the quantize dialog box, if you uncheck "only noes and lyrics," Sonar is supposed to quantize controllers according to the documentation:
 
Other settings
If you want, you can restrict the types of events that are affected by the Quantize commands to only notes, lyrics, and audio clips. If you choose this option, SONAR will not modify other events, like controllers.

Thanks Konrad. I tried unchecking "only notes and lyrics" and found it does not work with a "string" of high res controllers or a series of densely grouped controllers. The quantizer shuffles them into little groups overlapping each other.
 
I don't know how else to describe it but it doesn't work like "I" think it should, so I guess I'll be doing it all by hand when I need to.
 
The highest setting is only 1/32. Maybe if it had a higher setting...

... The quantizer shuffles them into little groups overlapping each other.

It appears to vertically stack the values in any given quantize 'window', with the highest value taking precedence.

I don't know how else to describe it but it doesn't work like "I" think it should, so I guess I'll be doing it all by hand when I need to.

I've actually tried running a high-res external controller through a sample & hold module to get the results that I 'expect'.

The highest setting is only 1/32. Maybe if it had a higher setting...

You can enter a numerical 'tick' value to get the equivalent of smaller note increments.

Not sure why you would want to quantize controller data, I guess the only ones I use are mod wheel and sustain. Those overlap the timing of notes being played so there's no relevance to them being "in time" There is way more of them than there are notes so even if I did quantize them they would be at such a higher resolution as to render quantizing useless. Anyways unless your talking about some other type of data that needs quantizing, most controller data does not require quantizing at all. 
 
.PS, There's a tool to "thin controller data". 

I see.  You are using continuous controllers that have too many events per quarter note to quantize.
 
This probably won't help you, but I actually add pitch bend and volume swells by highlighting a specific range and inserting controllers.  That way the first and last messages are in the right place and the other values are distributed evenly.
 
The only problem is that Sonar puts in too many messages—like 8 per tick, which is ridiculous.  So, I highlight all the controller messages EXCEPT the first one and last one and then use then Thin Controller or Thin Pitch Wheel CAL.  I usually have to set the CAL program to remove every second event and, even then, I may run it 2 or 3 times.
 
You don't have to thin them out, but too many pitch bend messages can really bog down your CPU and I don't think anyone can hear the difference.
 
This is tedious but I have done it so many years that I have gotten pretty fast.  I already have ideas about how far ahead of the beat a pitch bend should start and how long after it should continue.  Few players end up on the final pitch exactly on the beat.  A lot of keyboard players using wheels tend to bend faster than a guitarist would.
 
 

Thanks for all the input. Quantizing controller data per se is not my aim here and in most cases is not necessary.
All I'm trying to do is move the data with their associated notes while quantizing those notes.
 
When a few notes are way off track and you move them w/o the controller data, the controller data is no longer in sync with their notes and could change the dynamics of the sound. So moving them as a fixed group with the notes would be nice.
 
All Sonar would need to do is tie or assign the data as a group with the note and move them together as one.

soens, I agree completely with your point—I waish it worked like you say.  That is why I add controllers after the fact; but, of course, the disadvantage to my method is that it is programming and not playing which doesn't work for some people, especially in inspired moments.
 
Even though I grew up as a player and have many years of training, I have been using sequencers so long that I am just used to creating parts in event lists and on staves.