You can connect them thru a computer with suitable software to choose (usb)midi in from the piano and (usb)midi out to your mx49.

Thanks gris but I'm looking to connect them in a live situation without a computer. There are a couple interfaces that look like they might work. The Kenton midi USB host and the Iconnectivity mio2. I sent an email to Yamaha, waiting for a reply. I was just wondering if it was possible but I'll probably have to buy one of these and try it out.

You need to connect the USB on your P105 to a computer - it then uses the Yamaha USB-MIDI driver to communicate.

You say "I'd like to connect it to my Yamaha MX-49 to be able to use the MX sounds." I'm not exactly clear of your ultimate goal. A MIDI connection does not allow "sound" to be transferred. A MIDI connection would allow you to play on the keys of one device (master) and cause the other to sound (slave) as if you were playing its keys directly.

The sound of the one does not travel to the other. In other word, both devices would still need to be connected to speakers because no sound moves between devices. Perhaps you understand this but just worded it ackwardly.

If you wish to play the keys of the P105 to make the MX49 respond, you will need a computer or some device that is going to decipher the messages coming from the P105's USB "To Host" port and Output them as standard MIDI data or redirect the signal as USB-MIDI.

Either way you need some Host device to interpret the signal... a computer running DAW software will definitely work. I do not know the devices you speak of... do they make a claim that they can do this? You should contact them and find out, I'd be interested to find out if they are claiming to do this type of thing.

Judy FYI:
The P105 is not a MIDI Keyboard Controller in the traditional sense (this is why it has no 5-pin MIDI jacks), it is designed to send MIDI to a "host" device (computer) where you could record and/or playback MIDI data, presumably piano pieces performed on the P105 or .mid that are piano pieces.

A traditional MIDI Keyboard Controller would be able to connect directly to its slave device, and would feature more than just Sustain and an Expression pedal as controllers... the MX49 is more of a traditional MIDI controller... it features both USB (for computer) and standard 5-pin MIDI connectors (for direct control) and MW, PB Wheel, Assign Knobs, Pan, Effect Send controls, etc., etc. allowing the performer to do more Synth performing tasks... more than just playing the keys (like a piano). The MX is also capable of receiving on 16 MIDI channel simultaneously (16-Part multi-timbral)

A piano _you play the keys and work the pedals.
A Synth _you wiggle several controllers to evoke different emulating nuances from the sound while playing the keys.

The P105 is designed principally to be a piano, so it does not have many Keyboard Controller features. Make sense?
The MX49 is a Synth and therefore has several physical controllers you would not find on a 'piano'

Contact those companies before you buy anything, find out what they're saying their devices do...
Is using a computer or laptop not an option?

Thanks Bad Mister, yes I didn't word my post correctly. I'm looking to trigger the sounds of the MX, like a sound module, and amplify the sounds out of the MX output into an amp. Ive seen that the capabilities of some of the new keyboards are ahead of what you find in the manuals. When I first got the P105 I couldn't find much advice about how to use the USB output in a live situation, but upon getting the proper cords I was able to hook it up to my iPad. I now use my iPad on gigs using the P105 to trigger GarageBand sounds in the iPad, and using the headphone jack of the iPad into an amp. I suspect that the Kenton or iconnectivity converters might allow me to use the MX as a sound module from the P105 USB output. I just haven't read of anyone saying that they tried it and it works. I think I'll take a chance on the iconnectivity mio2, if I can buy it from a place that accepts returns if it doesn't work. If it works, or if it doesn't I'll let you know.

My guess would be you will need a computer to configure the setup, then you can run the system in absence of the computer (in other words, the setup you create at home with your computer can be stored and taken with you - while the computer remains at home).

Let us know how it works out.

Thanks, will do. I've been playing out for over 40 years and I'm a big fan of Yamaha keyboards ever since I got a DX-7 back in the 80s.

Update: I tried the iconnectivity mio2 to connect the p105 piano to the mx49 to trigger the sounds in the mx49. Bad Mister, you were right, it wouldn't make a connection. I don't think trying to program the mio2 with a computer would help either. According to iconnectivity the mio2, as default, comes programmed with everything connects mode. Maybe it's possible with a more expensive converter, but I think that instead of trying to connect outside sound sources to the 105 I may just upgrade to the mx88.

If someone is searching - MIDI ADAPTER - MIDI GEAR- to Connect - USB keyboard to MIDI gear -WITHOUT A COMPUTER - There are -USB to MIDI Adapter- anyone can to try.
-- Kenton MIDI USB Host MkII - (Your USB device is plugged into the USB MIDI Host mkII instead of into a computer. It provides MIDI In & Out sockets for USB MIDI keyboards and controllers which have only a USB B type socket.)
-- midiplus USB MIDI Host)- (USB MIDI Host - let your USB MIDI keyboard connect to USB MIDI Host to have MIDI in / out Jack instead of connecting to computer.
-- miditech USB MIDI HOST - The USB MIDI Host is MIDI Tool to Convert MIDI Data from an USB MIDI device to a normal MIDI device with the 5pin DIN MIDI port. Connect your USB drum trigger pad, USB controller or USB MIDI keyboard to the USB MIDI host. It will get power from the USB MIDI host device and convert all incoming USB MIDI data and transmit it to DIN MIDI port.
Source: https://www.soundonsound.com/reviews/kenton-midi-usb-host