You can GridRecord from the e.TableCellIdentity.DisplayElement. From the record, you can get the underlying DataRowView (or what ever object fills the rows in your IList datasource).
if(e.TableCellIdentity.DisplayElement is GridRecordRow)
{
GridRecordRow row = e.TableCellIdentity.DisplayElement as GridRecordRow;
if(row != null)
{
GridRecord record = row.ParentGroup.Records[0] as GridRecord;
if(record != null)
{
DataRowView drv = record.GetData() as DataRowView;
Console.WriteLine(e.Style.Text + " " + drv["LastMarket"].ToString() + " " + e.TableCellIdentity.ColIndex.ToString());
}
}
}