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@Paul > Unfortunately the DJM-800 doesn't have an audio interface, so you would require another piece of hardware to capture the audio from the mixer output, either as a stand-alone recorder or audio interface to send it back to the computer.
An alternative would be that you could use a MIDI interface, set the mixer to internal on rekordbox, map and use CH1 and CH2 for controlling the software, and send the headphone output to from one CDJ-900 to CH3 (cue monitor in the headphones there, keep the channel fader down) and the master output from the other CDJ-900 to CH4 (leave that channel fader OPEN). That would then allow you to record the internal mix within rekordbox.