I see a TON of articles about this and have tried many of the items, but none are working the way I hope....

We are using the datagrid for our reporting section in our software. As such there are many reports that have a lot of records, for example the one I am working with now has 51000+. This 'report' takes upwards of 30 seconds to load all of those records. Is that normal? Seems long to me. 

I have played with the examples but none seem to allow us to have a 'report' where our clients can then filter the report by the columns and load quickly. The filter, saving the filter, etc works great! It just takes a long time to load. If we limit the number of rows it loads how do we do that such that the filter still work for ALL the possible records and not just the ones currently loaded?

Not sure if that makes sense or not :) 

Thanks!!