dbAdvGrid with multiple rows selected

In a tDbGrid-component I can access each selected record of a table with a loop

for i := 0 to Grid.SelectedRows.count-1 do
begin
  Grid.DataSource.DataSet.Bookmark := Grid.SelectedRows.Items;
  //do something with the datarecord
end;

How can I solve this with a TDbAdvGrid-component (I want access not only the fields in the grid, I need every field of the record)? Thanks, Peter

Please have a look at the demo ADOSelection that shows a possible approach.

Thanks for this example. I also tried a solution using a unique field in a hidden column to locate the record.