just got a new 828mk3

Unfortunately I have a problem getting a MIDI signal out to my external sound module.
I can see the MIDI IN on the 828 flash when I hit the keyboard keys. But the module doesn't show that is is receiving signal. Plugging the keyboard directly to the module functions.
The chain is Keyboard -> 828 MIDI-in : 828 MIDI-out -> sound module.
Could really use a tip. Thanks.
Arthur