It is documented here:
https://docs.mendix.com/appstore/modules/data-grid-2/#export-to-excel
Dear Yogeshwar,
I understand you need to showcase only flitered data in datagrid 2.
You can check the below Documents :
https://docs.mendix.com/appstore/modules/data-grid-2/#export-to-excel
Thanks,
Mohamed Rasik.N