Cubase has a nice feature that when playback is started from the middle of a note it does some sort of look back in the MIDI data to start making sound immediately. Does Sonar X2 have a feature like this?  It's really nice for working with long sustained notes and chords.

Not that I know of.  I have tracks where a note is actually tied from near the end of a prior measure.  If I start playback at the measure after the end of the one where the note actually started, it does not play.

So, just move back a measure or 2 and then hit play, or just know that it is there and ignore the fact that it did not play, since I know that it's really there and just not playing due to when it was recorded versus when I hit play.

Bob Bone