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The only solution to the above problem i've found is to attach "ORDER BY" statement to the SQL-query of the FIBDataSet. Kind of strange because Grid has it's own quicksort() implementation but i can't get it work. Any ideas would be appreciated.

A: 

Grid's sort method commonnly do "in-memory-sort".

If you are using Devrace's FibPlus, then there is TpFibDataset which inherited from TFibDataset, which has built in implementation of SQL parsing and ORDER BY changing.