<div>
  <asp:GridView runat="server" ID="Grd" AutoGenerateColumns="false" OnRowDataBound="OnDataBound">
       <Columns>
          <asp:BoundField DataField="<FieldName>" HeaderText="<Header Text>" />
             <asp:TemplateField HeaderText ="Agent Details">
                <ItemTemplate>
                   <asp:GridView ID="ChldGrid" runat="server">
                      <Columns>
                          <asp:BoundField DataField="<FieldName>" HeaderText="<Header Text>" />
                           <asp:BoundField DataField="<FieldName>" HeaderText="<Header Text>" />
                           <asp:BoundField DataField="<FieldName>" HeaderText="<Header Text>" />
                           <asp:BoundField DataField="<FieldName>" HeaderText="<Header Text>" />
                       </Columns>
                  </asp:GridView>
       </ItemTemplate>
    </asp:TemplateField>
   </Columns>
</asp:GridView>
</div>

    protected void Page_Load(object sender, EventArgs e)
    {
        BindData();
    }
    private void BindData()
    {
        try
        {
            SqlConnection conn = new SqlConnection("<Connection String>");
            conn.Open();

            //SqlCommand Comm = new SqlCommand("Select top 10 * from  advent_client_info");
            DataTable dt = new DataTable();
            SqlDataAdapter ADA = new SqlDataAdapter("<Select Statement of Parent Grid>", conn);
            ADA.Fill(dt);
            Grd.DataSource = dt;
            Grd.DataBind();
        }
        catch (Exception E)
        {
            string str = E.Message;
        }
    }
    protected void OnDataBound(object sender , GridViewRowEventArgs e)
    {
        if (e.Row.RowType == DataControlRowType.DataRow)
        {
            GridView Grd = (GridView)e.Row.FindControl("ChldGrid");
            SqlConnection conn = new SqlConnection("<Connection string>");
            conn.Open();

            DataTable dt = new DataTable();
            SqlDataAdapter ADA = new SqlDataAdapter("Select statement of Child grid with where condition", conn);
            ADA.Fill(dt);
            Grd.DataSource = dt;
            Grd.DataBind();
        }
    }