Hi Bharath
Yes, I have configured UDMS before and it works fine.
If you are saying that the SXMS_EXTRACT_MESSAGES job ran successfully, then the index should be there already.
Can you check if your other criterias (date, time, etc) is correct when you run SXMB_MONI?
Another thing to check is the attribute for the message. Execute SXMB_MONI without the filter criteria to get the message that you want to find. In the results screen, highlight the message and click on "Attributes" button. If the extraction run successfully built the index, then you should get a pop up screen that displays the user-defined attribute name and value. And example screenshot below. If you do not have any attributes, that means the indexing wasn't correct and your search in SXMB_MONI would always fail.
If you still can't get it to work. Please provide screenshots of the log for SXMS_EXTRACT_MESSAGES and also your selection criteria for SXMB_MONI.
Rgds
Eng Swee