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 <DataGridTemplateColumn Header="Typ" >
                    <DataGridTemplateColumn.CellTemplate>
                        <DataTemplate >
                            <TextBlock Text="{Binding TYPE}" MouseLeftButtonUp="TextBlock_MouseLeftButtonUp"/>
                        </DataTemplate>
                    </DataGridTemplateColumn.CellTemplate>
                    <DataGridTemplateColumn.CellEditingTemplate>
                        <DataTemplate>
                            <ComboBox Loaded="cbxType_Loaded" Name="cbxType" SelectedValue="{Binding TYPE, ValidatesOnDataErrors=True}"/>
                        </DataTemplate>
                    </DataGridTemplateColumn.CellEditingTemplate>
                </DataGridTemplateColumn>                    

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  private void dataGrid_CellEditEnding(object sender, DataGridCellEditEndingEventArgs e)
        {
            if (e.EditingElement.GetType() == typeof(System.Windows.Controls.TextBox))
            {
                TextBox txt = e.EditingElement as TextBox;
                if (string.IsNullOrWhiteSpace(txt.Text))
                {
                    MessageBox.Show("Für eine TextBox darf der Wert nicht NULL sein.");
                    e.Cancel = true;
                }
            }
        }