Pro Tools:System exclusive (use to save and recall MIDI device settings)

You can use System exclusive messages to record, save and recall settings from external MIDI gear. This tutorial requires that you know how to send this information from your external device. So you will need to see it's manual.

In Pro Tools:

Go to Setup / MIDI / Input filter. Then check the boxes next to Only and System Exclusive.

Create a new MIDI track. Track / New / MIDI track.

Set the MIDI input of the MIDI track to All.

Record enable the track

In the transport right click the record button and choose Normal.

Begin recording and initiate the System Exclusive transmission on your device.