If I use FilterType attribute in the tag "Column" grid exports all rows, not just filtered.
<Columns>
<ej:Column Field="OrderID" HeaderText="Order ID" IsPrimaryKey="true" TextAlign="Right" Width="90"/>
<ej:Column Field="CustomerID" HeaderText="Customer ID" Width="100"/>
<ej:Column Field="EmployeeID" HeaderText="Employee ID" TextAlign="Right" Width="110" FilterType="Excel"/>
<ej:Column Field="Freight" HeaderText="Freight" TextAlign="Right" Width="90" Format="{0:C}" />
<ej:Column Field="OrderDate" HeaderText="Order Date" Width="100" TextAlign="Right" Format="{0:MM/dd/yyyy}" />
<ej:Column Field="ShipCity" HeaderText="Ship City" Width="100" />
</Columns>
<FilterSettings FilterType="Menu"></FilterSettings>