I have been using the hi object to dispose of the computer keyboard for playing synths or other control possibilities. It has many advantages over the regular "Computer MIDI Keyboard" option: more keys at disposal, no need for the Live window to be focused on, fast response.
(This is my very simple setup: Live MIDI track, a Max MIDI effect that contains the patch with the hi object, and a VST plug synth.)
But: it is not perfectly clear how the message output from the hi object has to be translated into MIDI. I translate the output into regular MIDI messages (lists of pitch and velocity values), which is fairly easy, I use a coll object that contains the translated values for all keyboard keys, and some routing.
The resulting message, fed into a noteout or into a midiout, works fine for playing, but not for recording. The only way that I have found to record my keyboard actions is to route the MIDI message to another MIDI track. And this I'd like to avoid.
Of course the hi object works independently of the Live set's MIDI setup, and for this reason you can play synth on a MIDI track where MIDI from is set to "no input". As another proof of this my Max MIDI Effect's MIDI OUT indicator blinks as it should. I can even throw more MIDI effects after it in the chain. And yet, that MIDI info is not directly available for recording on the track.
I fear it is some kind of Live inner architecture issue: because I could not specify the "MIDI From" for the track (or if I did it is irrelevant anyway), Live does not treat my MIDI message as a 100% authentic one. But I hope I am wrong, and I overlooked something, I should use another object than noteout or midiout...
...or at least tell me a hack is possible. I tried to throw a dummy Max MIDI effect in the chain, not good enough

thank you for all advices,
toscanini
f.w.i.w. here is my patch, sorry this is not a general solution, but lets you see what is going on...
<pre><code>
----------begin_max5_patcher----------
1038.3ocyY00jaZCE8Y6eEZ3wNtonug9V5ac5q8sLY1Q1nrqZvfGPNc2lI+2
KRf23ciD95.KievevEcPGc3dDRW955UIaqeT2lf9czGPqV800qV4C4BrZ33U
I6UOtqT05aVRk9eq29OIa5OkU+n0G1h1h1dJZ0w8lpRs0i.OD7S0U1Vy+o8w
ReW5P3CJ6tGLU2eWidmsmHYtyhHYtuywuiuAg69O5iCHLE9driE+p7rdr9n8
TWRFh1Gx9zAc+ENYqp59jMC+97EzwrJ0deiRdeiQUh9i5xhD2Y+150tu1LM0
YuovXplK4Q3DFZJ18CyqUwzGQX8AGSeLU1kVV9T4w1GlIkgPjdogvb+v4iIM
T1ss1bPs6yHCxDTZH+rRCg4kl7QyZn3qTZV7bl5l8JaPkQ9SqLY4dMIcTogH
u8cTcbXl8Sh9oZjioL3HIMoK1XeWcY47NvwY9ANOermAgijRvh5V1b1mKlaL
bZ2f6tBkUMnKCBi6DGq7rlI1LD5Ty9fugO2zty7Y8Sunocg9hp73.yXBzGGh
2eyHHXZDvRHfIogAmAALiGFbNHvxo.lDDLOEjfkEFLFTOSCCl.Bb1D.SXgAS
AANBsYf.GQs4fFy4S.LMbRBGjwfDN8jCxXvvgACxXvSm.XZDACjwfDdx.AHi
AI7XV.xXvmBXV3baALiQ3jDAHiAMrwP.xXvIS.LKbRh.jwfDNIQ.6IFQnMHi
AmNAvjvS.JfYLhHXfLFxvfkfLFb1D.Si.FjwfF1UIAYLjQ.CxXv4S.LMBXPF
CQX+rDjwPFN2VBxXHvSAbXigDjwPD1XHAYLDQFyfLFhvomYfxsEguOmcdt8v
e6tJ8qbtU8EcwccqTua082or1Fy1i19Zdc95n062p8KpGO.e91Xxu31U4bsO
9beYwv4T+NyXitkra7x+brxUjiYdKabwkKvAlck0MzILaVb8ooiG5tgMBiQX
BBSQXV2.DgEnWroyoHamp2Aou5GLwn5FMrtkCZqtg97Vnl60ssp60+fb99CG
J0n+rxpap5t7+k9os0plhe6ua5xBOnJPzYxih4dyIWbVMDvhvRZ9sPo1hoXG
pKKmMUoup98hBUNllvtgK+XYspn+sHLiupC.kqlbkZxR+FNdvLySHk1mnPFs
zaW4z3klV6UOsiuscPqd86IySdW7WpVs0Ga1cpGO8lFPem+E5VqoRYM0Um0H
W4SOqQOXJJzUmW+z8lhC0cO.ZfD8qx4Gt2AkSt5XeQN8Jh+VyILHNsr5jaIT
v3Ddw3zqjfvb5U2feq4DnT7qiQY9ptmk4m.H84ClHQymehhEj2BlB4traAYK
oav0cYWhSK7rFrWX9hvIwxyoKduaYcnhavGBAfRKqHIAjKku3L5RZzTLbcG7
s0++rOQVO
-----------end_max5_patcher-----------
</code></pre>