Cubase - Exporting the song to midi file

I’m trying to export my song in Cubase 6 Artist to a midi file. I export it and it comes up with a box full of preferences like Export Inserts and Export Resolution etc. It goes rather quickly (literally 5 seconds) and when I have a look at the midi file it’s only 12kb, which is tiny! How do I export the whole song to a midi file (if I haven’t done already).
A reply of any kind would be appreciated so much! Need a solution asap! Thanks everyone.

Now what exactly is the problem?
Re-import the file into an empty project, if everything is there, you´ve done it correctly.
It´s MIDI - if you want bigger file sizes, draw in more MIDI events.

I’m trying to export the whole file to one single midi file so I can import it into Sibelius. How do I got about doing that?

File -> Export ->MIDI File