Our understanding is that the main difference is that Market Samurai is a desktop application that you need to install on your computer. It needs to be updated from time-to-time and you can only perform one keyword search at-a-time. SECockpit is cloud based, so all updates, maintenance and security is managed for you and the data resides on secure servers in the Amazon Cloud with regular backups and redundancy.

Since all keyword tools basically get the keywords from the same sources, the data behind the keywords can be coming from different indexes and this is one factor that differentiates one keyword tool from another. What is unique to these different tools is the data processed about the keywords and the speed in which the data is provided. SECockpit compares very well to these other tools, especially when you consider the amount of data that is processed and the speed in which it is provided.

If you check the number of backlinks shown to a top ranking page in SECockpit in a different keyword tool (e.g. Market Samurai), you'll inevitably see a different number. So, which one is the correct number? The answer is, neither of the results are absolutely accurate. The numbers are different because the data comes from different indexes. The numbers in SECockpit comes from the Moz index, while the numbers in Market Samurai come from the Majestic SEO index. The Majestic SEO index is bigger, but less up-to-date than the Moz index.

We use Moz data in SECockpit, because they do more than just count backlinks and because we've found that in practice, their data is very reliable and has a good correlation to the real-life difficulty of ranking for various keywords.

Ultimately, what matters is how many links Google sees and counts, but unfortunately, there's no way of knowing that, because Google does not make this information public, in any way. That's why there are services that crawl the Internet and count backlinks, such as Majestic SEO, ahrefs and Moz. Each use their own methods of finding and counting backlinks and none of them are a "perfect" simulation of Google.

The following articles will point out additional differences:

What are some of the advantages or SECockpit?
How is SECockpit Competition Analysis Different from Other Tools?