Ye... two pieces with different connectors.. I've seen that before.
your HCA has a "CX4" connector and the switch has a QSFP connector.
Mellanox sell QSFP to CX4 cables.
you should look for things like:
| 1 CX4 to QSFP MC1204130-001 | Passive Copper IB DDR | |
| 2 CX4 to QSFP MC1204130-002 | Passive Copper IB DDR | |
| 3 CX4 to QSFP MC1204130-003 | Passive Copper IB DDR | |
| 5 CX4 to QSFP MC1204128-005 | Passive Copper IB DDR |
BTW, the switch you have could go up to 40Gb/s while your HCA will stop somewhere at 20Gb/s. you might want to get a matching HCA that can go to 40Gb/s.
just suggesting..
i hope it helps.
good luck