Dynamic GridView with paging throws 'Object reference not set to an instance of an object.'

Well, someone asked me today about why his dynamically generated GridView throws a 'Object reference not set to an instance of an object.' exception at DataBind when he sets AllowPaging to true. I replicated the error and looked at the stack trace, it looked like this:

   at System.Web.UI.WebControls.GridView.BuildCallbackArgument(Int32 pageIndex)
   at System.Web.UI.WebControls.GridView.CreateNumericPager(TableRow row, PagedDataSource pagedDataSource, Boolean addFirstLastPageButtons)
   at System.Web.UI.WebControls.GridView.InitializePager(GridViewRow row, Int32 columnSpan, PagedDataSource pagedDataSource)
   at System.Web.UI.WebControls.GridView.CreateRow(Int32 rowIndex, Int32 dataSourceIndex, DataControlRowType rowType, DataControlRowState rowState, Boolean dataBind, Object dataItem, DataControlField[] fields, TableRowCollection rows, PagedDataSource pagedDataSource)
   at System.Web.UI.WebControls.GridView.CreateChildControls(IEnumerable dataSource, Boolean dataBinding)
   at System.Web.UI.WebControls.CompositeDataBoundControl.PerformDataBinding(IEnumerable data)
   at System.Web.UI.WebControls.GridView.PerformDataBinding(IEnumerable data)
   at System.Web.UI.WebControls.DataBoundControl.OnDataSourceViewSelectCallback(IEnumerable data)
   at System.Web.UI.DataSourceView.Select(DataSourceSelectArguments arguments, DataSourceViewSelectCallback callback)
   at System.Web.UI.WebControls.DataBoundControl.PerformSelect()
   at System.Web.UI.WebControls.BaseDataBoundControl.DataBind()
   at System.Web.UI.WebControls.GridView.DataBind()
   at Malaka.Page_Load(Object sender, EventArgs e) in c:\Inetpub\wwwroot\ScrollableFixedHeaderGrid\Malaka.aspx.cs:line 14
   at System.Web.Util.CalliHelper.EventArgFunctionCaller(IntPtr fp, Object o, Object t, EventArgs e)
   at System.Web.Util.CalliEventHandlerDelegateProxy.Callback(Object sender, EventArgs e)
   at System.Web.UI.Control.OnLoad(EventArgs e)
   at System.Web.UI.Control.LoadRecursive()
   at System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, Boolean includeStagesAfterAsyncPoint)

So, the error occurs at the BuildCallbackArgument method in the GridView object. I used Lutz Roeder's Reflector to see the source of the GridView object and I got to this piece of code:

        private string BuildCallbackArgument(int pageIndex)
        {
            if (string.IsNullOrEmpty(this._sortExpressionSerialized))
            {
                this._sortExpressionSerialized = this.StateFormatter.Serialize(this.SortExpression);
            }
            return string.Concat(new object[] { "\"", pageIndex, "|", (int) this.SortDirection, "|", this._sortExpressionSerialized, "|\"" });
        }

The error appears to be thrown by the StateFormatter property returning null. It's source is:

        private IStateFormatter StateFormatter
        {
            get
            {
                if (this._stateFormatter == null)
                {
                    this._stateFormatter = this.Page.CreateStateFormatter();
                }
                return this._stateFormatter;
            }
        }

Got it? It assumes you already added the GridView to a Page. Well, this is the usual issue with the GridView.

Solution: Add the GridView to your Page (or to a fictive Page) and then DataBind it.