DirectX events from Unreal application

I am not able to get any directX events even though my capture in NSight Performance analysis has DirectX API Trace enabled. Is there anything particular that needs to be added on the game side for me to see this information?

You may have better luck with the latest version of Nsight Graphics.
See the Feature Support by API table

Graphics Debugging & Frame Capture has been removed from NsightVSE.

Nsight Graphics is a stand alone tool can be integrated into Visual Studio with NVIDIA Nsight Integration