Recording with DDJ 1000 & RMX 1000

Hello!

I recently purchased the RMX 1000 to add on to my controller. I've been running it through the master output because it's not cue-able through my controller. I want to record it through Rekordbox so I was wondering if it has to be run through an audio interface before connecting to my computer. Would be great if I could que it from my headphones. 

Thanks!