Demonstrates KeyDown event of DataGridView

DataGridView_KeyDown.cs

  private void dataGridView1_KeyDown(object sender, KeyEventArgs e)
  {
            if (e.Alt
            && (e.KeyCode == Keys.Down || e.KeyCode == Keys.Up)
            && dataGridView1.CurrentCell != null
            && dataGridView1.CurrentCell.OwningColumn.HeaderCell is DataGridViewAutoFilterColumnHeaderCell filterCell)
            {
                filterCell.ShowDropDownList();
                e.Handled = true;
            }
  }