Transferring midi song from Yamaha P-95 digital piano

While I mostly use the P-95 as a midi controller with Cubase, I recorded a piano piece into the piano’s built in digital memory. I would like to get it into Cubase. Currently, I have a midi out from the piano to midi on my UR44. I tried a few things, but no luck. Any suggestions? Thanks.

I would maybe load up midiox and confirm whether any midi is being received to the comp while the performance playback is happening. It may not be possible, but this will tell you.

http://www.midiox.com/