Not reading a magnetic sensor

Thank you for the reply, I’ll test the I2C scanner when I get home. I’m connecting:
vcc -> 5V
gnd -> gnd
scl -> A5
sda -> A4

Here is the full code from adafruit:

#include <Wire.h>
#include <Adafruit_Sensor.h>
#include <Adafruit_HMC5883_U.h>

/* Assign a unique ID to this sensor at the same time */
Adafruit_HMC5883_Unified mag = Adafruit_HMC5883_Unified(12345);

void displaySensorDetails(void)
{
  sensor_t sensor;
  mag.getSensor(&sensor);
  Serial.println("------------------------------------");
  Serial.print  ("Sensor:       "); Serial.println(sensor.name);
  Serial.print  ("Driver Ver:   "); Serial.println(sensor.version);
  Serial.print  ("Unique ID:    "); Serial.println(sensor.sensor_id);
  Serial.print  ("Max Value:    "); Serial.print(sensor.max_value); Serial.println(" uT");
  Serial.print  ("Min Value:    "); Serial.print(sensor.min_value); Serial.println(" uT");
  Serial.print  ("Resolution:   "); Serial.print(sensor.resolution); Serial.println(" uT");  
  Serial.println("------------------------------------");
  Serial.println("");
  delay(500);
}

void setup(void) 
{
  Serial.begin(9600);
  Serial.println("HMC5883 Magnetometer Test"); Serial.println("");
  
  /* Initialise the sensor */
  if(!mag.begin())
  {
    /* There was a problem detecting the HMC5883 ... check your connections */
    Serial.println("Ooops, no HMC5883 detected ... Check your wiring!");
    while(1);
  }
  
  /* Display some basic information on this sensor */
  displaySensorDetails();
}

void loop(void) 
{
  /* Get a new sensor event */ 
  sensors_event_t event; 
  mag.getEvent(&event);
 
  /* Display the results (magnetic vector values are in micro-Tesla (uT)) */
  Serial.print("X: "); Serial.print(event.magnetic.x); Serial.print("  ");
  Serial.print("Y: "); Serial.print(event.magnetic.y); Serial.print("  ");
  Serial.print("Z: "); Serial.print(event.magnetic.z); Serial.print("  ");Serial.println("uT");

  // Hold the module so that Z is pointing 'up' and you can measure the heading with x&y
  // Calculate heading when the magnetometer is level, then correct for signs of axis.
  float heading = atan2(event.magnetic.y, event.magnetic.x);
  
  // Once you have your heading, you must then add your 'Declination Angle', which is the 'Error' of the magnetic field in your location.
  // Find yours here: http://www.magnetic-declination.com/
  // Mine is: -13* 2' W, which is ~13 Degrees, or (which we need) 0.22 radians
  // If you cannot find your Declination, comment out these two lines, your compass will be slightly off.
  float declinationAngle = 0.22;
  heading += declinationAngle;
  
  // Correct for when signs are reversed.
  if(heading < 0)
    heading += 2*PI;
    
  // Check for wrap due to addition of declination.
  if(heading > 2*PI)
    heading -= 2*PI;
   
  // Convert radians to degrees for readability.
  float headingDegrees = heading * 180/M_PI; 
  
  Serial.print("Heading (degrees): "); Serial.println(headingDegrees);
  
  delay(500);
}

I also just found this code from sparkfun http://sfecdn.s3.amazonaws.com/datasheets/Sensors/Magneto/HMC5883.pde which doesn’t use a hmc5833 library, I will also try this when I get home.

/*
An Arduino code example for interfacing with the HMC5883

by: Jordan McConnell
 SparkFun Electronics
 created on: 6/30/11
 license: OSHW 1.0, http://freedomdefined.org/OSHW

Analog input 4 I2C SDA
Analog input 5 I2C SCL
*/

#include <Wire.h> //I2C Arduino Library

#define address 0x1E //0011110b, I2C 7bit address of HMC5883

void setup(){
  //Initialize Serial and I2C communications
  Serial.begin(9600);
  Wire.begin();
  
  //Put the HMC5883 IC into the correct operating mode
  Wire.beginTransmission(address); //open communication with HMC5883
  Wire.send(0x02); //select mode register
  Wire.send(0x00); //continuous measurement mode
  Wire.endTransmission();
}

void loop(){
  
  int x,y,z; //triple axis data

  //Tell the HMC5883 where to begin reading data
  Wire.beginTransmission(address);
  Wire.send(0x03); //select register 3, X MSB register
  Wire.endTransmission();
  
 
 //Read data from each axis, 2 registers per axis
  Wire.requestFrom(address, 6);
  if(6<=Wire.available()){
    x = Wire.receive()<<8; //X msb
    x |= Wire.receive(); //X lsb
    z = Wire.receive()<<8; //Z msb
    z |= Wire.receive(); //Z lsb
    y = Wire.receive()<<8; //Y msb
    y |= Wire.receive(); //Y lsb
  }
  
  //Print out values of each axis
  Serial.print("x: ");
  Serial.print(x);
  Serial.print("  y: ");
  Serial.print(y);
  Serial.print("  z: ");
  Serial.println(z);
  
  delay(250);
}