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I was just wondering if I am missing anything obvious here. Like any way to bind a grid to something other than a cursor.
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No, unfortunately you are not missing anything obvious.

An ADO-Recordset-bound grid is #1 on my VFP wishlist. But, then again, transferring the info in and out of a cursor is not that complicated, and if you do so in a method of your grid or form, high up in the hierarchy, you can code it once and not think about it much more.

Also, there are some active-x grids that do indeed bind directly to ADO recordsets. I have used a few of these in VB apps, but not with VFP (still, I imagine it can be done). Generally, I don't find these products as flexible as the native VFP grid, though.