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dhtmlxajax

Should we be able to use dhtmlxajax for (for example) loading rows into dhtmlxgrid? Is there a complete example of this somewhere?

Grid already uses the same lib to load data. The grid.load method uses dhtmlAjax to load data from remote server.
You can do it manually as

dhtlmxAjax.get(any_url,funciton(data){
    grid.parse(data);
});

but it is the same as 
   grid.load(any_url);