No MIDI signal from Casio PX330 connected to UR22 MKII

I have a Casio PX330 which is able to transfer MIDI and I have connected it to MIDI input on Steinberg UR22 MKII. This is then connected to computer by USB. I have created an instrument track in Cubase AI that comes with the interface and have selected the interface as the input for the track. I am using HALion SE but when trying to record there is no sound. Any help in solving this?


Can you see incomming MIDI data on the Transport Panel?