ExecuteXmlReader() returns none value

When I try to build an XmlReader object with ExcuteXmlReader function, it returns none object. but when I test the same query directly in SQL Server Management it works correctly.

command = new SqlCommand(olapCommand + " FOR XML AUTO, XMLDATA", CommandConnection);
XmlReader xr = command.ExecuteXmlReader();
xml = xr.Value;

How could I fix it?