I've build my own one soldering an 8,2k Ohm 0805 resistor on a IR LED. Works nice on Oscilloscope with the downside of a missing decoder.
The DMM6500 has a Digitizer mode to measure Voltage and can measure 1 Mega-Samples per second. Not as much as the SDS2000X HD but maybe sufficient to capture IR signals. The result looks not too bad.
Does anyone ever made a script for decoding IR signals for the DMM6500 or can guide me to write a script?