I have done a couple of modifications to my exhaust and the chech engine light comes on. That's maybe normal that I have the check engine light. I want to read the code to fix the source of the issue. I reinstalled everything but likely there is something poorly connected: Air pump, O2 sensor, O2 simulator so on ...

The problem is that I am not able to read the code with my scanner. I have a Innova 3100 tool. It worked great until now. It even read codes before on the same BMW 330ci

When I connect to the OBD, there is no malfunction code !? Everything seems to be normal. However I can reset the ECU so the check engine light disappears.

Do I need a special BMW code reader ?!

What is the best one that I can use on several BMWs ?

OBD codes are emissions related faults mandated by law.
Manufacturer's codes sometimes are not read by OBD code readers/scanners.
A BMW GT1 is certainly the best scanner but it is not for DIY due to cost.
Do the check engine light return when cleared? Go to a dealer or upscale independent that can diagnose the problem. Then just pay for diagnosis if you think the result is something that is practical for you to do.
You can check for bmw scanners by going to EBay/ebay motors/ tools/search bmw diagnostic or bmw diagnosis