Thank every one of you!
I'm back again, and seem to have found the answer with your help.
I enable command logging in Event Log and found the offending command just like the video demonstration. I found the SCPI command "SENS:VOLT:RANG AUTO ON" and "SENS:VOLT:INP AUTO " seem to be in conflict, because the command "SENS:VOLT:RANG AUTO ON" will report Error 1135 when command "SENS:VOLT:INP AUTO " is used, but the command "SENS:VOLT:RANG 15" will not report Error 1135 when command "SENS:VOLT:INP AUTO " is used. Please see the attached picture for details, the
"Report Error 1135.jpg" and "Not report Error 1135.jpg".
I read a paragraph in the DMM6500 programming manual about "SENS:VOLT:INP AUTO" that seems to be able to explain the above phenomena. I've copied it here:
Automatic input impedance provides the lowest measure noise with the highest isolation on the
device under test (DUT). When automatic input impedance is selected, the 100 mV to 10 V voltage
ranges have more than 10 GΩ input impedance. For the 100 V and 1000 V ranges, a 10 MΩ input
divider is placed across the HI and LO input terminals.
My understanding is that if the command "SENS:VOLT:INP AUTO" is used, then "SENS:VOLT:RANG number" can be used, not "SENS:VOLT:RANG AUTO ON" . Because "SENS:VOLT:INP AUTO" needs to manually select the voltage range, such as select 100 mV to 10 V range, or 100 V and 1000 V ranges.
That's my understanding. Correct me if I'm wrong.