Dynamically adding a column when exporting is triggered is possible by subscribing to the OnItemCommand event and including such as demonstrated below:
sender, GridCommandEventArgs e)
Note that in order to populate the values for that new column you should subscribe to the OnItemDataBound as well.
sender, GridItemEventArgs e)
GridDataItem item = e.Item
].Text = DateTime.Now.ToString();
In attachments you can find a sample website which illustrates an implementation of such a scenario. The logic in the sample will add a new column and populate it with the current date.
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