Cubasis tips and tricks: MIDI THRU with MIDI bridge app

There was question on Steinberg forum on how to setup MIDI through in Cubasis - 

https://www.steinberg.net/forum/viewtopic.php?f=183&t=31847

So here is the trick: you need MIDI bridge app which allows you to make complex midi routing. 

And here are screenshots on how it should be set up:

MIDI Bridge: Connect iRig in with iRig midi out

Choose iRig midi as midi in in Cubasis