Not all live MIDI notes sounding

I have an Edirol UA-25 running into Cubase 5. I am using a Yamaha DD-55 to trigger the MIDI. The MIDI input bar on the the transport panel is indicating that it’s picking up every trigger/pad played and it’s recording it and playing it back. However it is only outputting sound spontaneously during a recording/whilst playing it live. For example if you hit the Hi-hat 10 times it will record all 10 hits but you might only hear 3 of the hits as you’re recording them.

Does anyone know a fix for this?