There is no CAN examples available for STM32F469I DISCO board but you can inspire from the example provided in the STM32CubeF4 in github from this link for STM32469I_EVAL board (the same microcontroller, but you need to check the RCC and the CAN GPIO pins configurations):
https://github.com/STMicroelectronics/STM32CubeF4/tree/master/Projects/STM32469I_EVAL/Examples/CAN/CAN_Loopback
But you didn't share your code to look at it.
Two questions:
Did you enable and configure correctly the filters.
Did you configure the internal pull-up resistor for CAN_Rx pin ? if not it needs to be configured.
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