Problems driving leds with the MM5450
I suspect the problem is that you need to control the data enable line with the microcontroller. Set it high at reset. Then, set it low right before (more than 100 ns) you start transmitting data. After the 35 bits, bring it high again.

Also, the datasheet explains the missing 35th pin you were wondering about in Note 1 on page 1. In the MM5450, it is replaced by the data enable line.