You must connect USBx_DP and USBx_DM wich are Data+ and Data- respectively.
In order to achieve correct connection I suggest you to:
1) Connect your device to the PC
2) Open Universal boot loader AN2295 application press connect
3) Perform a Power On reset to your device-->The idea to do it in this way is to force the application to detect and sync your PC with your device communication
Have a nice day :P,
Perla
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