Unable to play master output through headphones without using a laptop

Hi, I've recently bought the xdj-xz having used the xdj-x1 previously. I used to like being able to play the master track through headphones as the output and then press the cue button on the incoming track to beat match and mix. I can't seem to be able to get the tracks to play through the headphones without pressing the cue button. I currently don't have any speakers or laptop plugged in and wanted to test them out just through the headphones. Could someone let me know if this is possible? I'm using a USB stick for now. Thanks in advance