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GridView Filtering in ASP.NET AJAX
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The data filtering function support is built in the ASP.NET Ajax Data Grid view Control. It allows users process data filtering in any columns. When users click in the filter cell, the cell editor will be open and will allow users set the filter condition. When clicking the filtering icon in the filter cell, a menu will be open and provide filter conditions including greater than, contains, less than, equals to, and more. Kettic asp.net grid view allows users to set filter control in many styles and format, you can define filter control as dropdown list, textbox, combobox, checkbox and so on. Developers can also customize the filtering features in C# code in ASP.NET WebForms projects.
To enable the filtering, set the the AllowFilteringByColumn property to True, and then you can view the wanted information filtered. Please try free online grid filter on this page. You can change this feature in design property windows or code in C# language programmatically.

this.KaxGrid1.AllowFilteringByColumn = true;

Filtering Item

When filtering is enabled, a filtering Item appears below the column header. Filtering Item contains filter boxes and filters. Each column will has a filter control in the column header. You can define only single or multiple conditions in the filters. While users inputing a condition value in a filter box in client side, and selecting a filter expression in the drop-down filter selector, the javascript will send the filter expression to the asp.net gridview control in the server side. After dealing with the filter expression, and searching the data items meet the requirements, web grid view control will postback the data result dynamically and automatically to redraw the grid view.

set grid filter item feature in asp.net ajax using c#
ASP.NET AJAX UI Controls