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how to load data into subgrid .Actually I want to load data into subgrid when expanding parent grid cell (click occur on + symbol).

If you not want to load data in predifened way ( from url stored as cell value ) you can use onSubGridCreated event

mygrid.attachEvent("onSubGridCreated",function(subgrid){
  // any code to load data in subgrid here
  return false; //block default logic
})