There is no third party tool available that will retain the complete history while transferring CATIA model to Solidworks. But there are some other ways you can do this. Some companies tell they have some tools that can retain the history while transferring the data from CATIA to Solidworks...
Try out some translators that can convert CATIA to MasterCAM or EDGECam directly. There are also some third party translators available for translation. you can contact me if you need more details on translators.