To implement this would mean that the grid will require full datasource in order to be able to group items that are not in the current page, which contradicts the base design of the control. This is not scheduled for implementation, even if lots of research has been done on the subject. The idea of the grid is to show data from your database, and if you do custom paging and send to the grid only X items, you can not expect the grid to group on X+Y items. If it is suitable for you you can use the RadPivotGrid
which design allows to group before paging, as it is made to support DataSources
that also can do this.
the Telerik team
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