You can have a look at DataGrid "ClickOnce app" in the full Xceed WPF Datagrid here : http://xceed.com/Grid_WPF_Demo.html.
Test the sample "BindingData/LargeDataSets". This is the full dataGrid (not the one included in the Toolkit), but loading shouldn't be very different.
Test the sample "BindingData/LargeDataSets". This is the full dataGrid (not the one included in the Toolkit), but loading shouldn't be very different.