It looks like you have the right one, but just to be sure, you should be wiring to the end with this connector:
You might also want to verify how it is wired to the pixel (just in case there was a factory error and the connectors are wrong)
And have you verified that your program is using the same pins you are connecting to?
I took a voltage tester and tested the LED strang. There was voltage on every cable. Is it supposed to be like that? I mean, even on GND cable was voltage.
What kind of voltage tester are you using? The best way to measure is with a multimeter between the GND and +5.