A DI output is typically an XLR jack, which is the type of jack/plug used for microphone cables. So you need a mic cable.
If the jack you're using is 1/4", then find out from the manual whether it's balanced or unbalanced. Balanced means you need a cable with a TRS ("stereo") 1/4" plug on that end, and either TRS or XLR on the other end; and unbalanced means you'd use a regular instrument cable.
Never use a speaker cable for anything but connecting an amp to a speaker; and never use anything but a speaker cable for connecting an amp to a speaker.