The filter bar will let the user interactively filter the records shown in the grid by specifying a particular value for one or more fields.
In the designer, first turn on the ShowFilterBar property of the grid's TopLevelGroupOptions (or the TableDescriptor's TopLevelGroupOptions). This will show the filter bar.
Then click on the Columns property of the Grid's TableDescriptor to launch the GridColumnDescriptor Collection Editor, where you set the AllowFilter property for the columns, by which you want to allow filtering, to True.
NOTE: This feature is demonstrated in the FilterBarDemo sample.
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