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1. iOS Devices with Lightning connection:
You will need an Apple Lightning to USB3 adaptor for the device to draw enough power https://www.apple.com/shop/product/MX5J3AM/A/lightning-to-usb-3-camera-adapter
Earlier or alternative Apple adaptors will not work.
You may additionally need to connect to a power charger via the adaptor, especially if your device battery is low

2. Fender Link I/O:
(If you're using an iOS device that has a Lightning port, follow the above steps first)
The Link I/O has a blend dial on the side to adjust the mix of dry and returned audio. Make sure you have adjusted this so you can hear the returned audio from Fender Studio.

3. Audio Setup (all platforms)
Once your audio interface is connected and powered, within Fender Studio, go to Application Menu>Audio Setup
Make sure your device is selected in playback/recording devices
If you hear a distorted sound, or experiencing latency in recording, you can additionally experiment with sample rate and block size within the same menu

4. Track Setup (all platforms)
To hear yourself and the amp and effects you've selected in Fender Studio, tap the record arm icon on the track you wish to record on, then the global monitoring icon at the top of the track headers (a small speaker icon)
Make sure you have the right input selected for the track you are trying to record on. Double tap the track header to open the Inspector, or tap the "i" button on the top right of the screen. Make sure the correct input is selected from the Input dropdown.
Use headphones to avoid feedback when recording with the device microphone or external microphone