I tried with below conditions  but it is not working. 

   objTest.FKID = IIf(dr("FKID") Is DBNull.Value, Nothing, dr("FKID"))
   objTest.FKID = IIf(dr("FKID") Is DBNull.Value, DBNull.Value, dr("FKID"))
   objTest.FKID = dr("FKID")

I think -99999 is not a problem. I have binded  grid with  same logic for different tables Ticket and Ticketdeail.But I am not able to bind same table with selfrelation.

binding code is here:

WHDS

<ig:WebHierarchicalDataSource ID="WebHierarchicalDataSource1" runat="server">
    <DataRelations>
      <ig:DataRelation ChildColumns="FKTicketId" ChildDataViewID="ObjectDataSource2_DefaultView"
        ParentColumns="PKTicketId" ParentDataViewID="ObjectDataSource1_DefaultView" />
    </DataRelations>
    <DataViews>
      <ig:DataView ID="ObjectDataSource1_DefaultView" DataMember="DefaultView" DataSourceID="ObjectDataSource1" />
      <ig:DataView ID="ObjectDataSource2_DefaultView" DataMember="DefaultView" DataSourceID="ObjectDataSource2" />
    </DataViews>
  </ig:WebHierarchicalDataSource>

ObjectDataSources: 

  <asp:ObjectDataSource ID="ObjectDataSource1" runat="server" SelectMethod="GetParentOrder"
    TypeName="A1CRM.TicketDB"></asp:ObjectDataSource>
 
  <asp:ObjectDataSource ID="ObjectDataSource2" runat="server" SelectMethod="GetChildOrders"
    TypeName="A1CRM.TicketDB"></asp:ObjectDataSource>

  ObjectDataSource funtions:

   Public Shared Function GetParentOrder() As List(Of TicketInfo)
      Dim dr As IDataReader = DataHelper.ExecuteReader(ConnectionString, CommandType.Text, "select Pkticketid,TicketTitle,FKRelatedTicketId,TicketDescription from ticket where PKTicketId IN(4910,4451,4697,4345)")
      Dim lstTickets As New System.Collections.Generic.List(Of TicketInfo)
      While dr.Read()
        Dim objTicket As New TicketInfo
        objTicket.PKTicketId = dr("PKTicketId")
        objTicket.TicketTitle = dr("TicketTitle")
        objTicket.TicketDescription = dr("TicketDescription")
        objTicket.FKRelatedTicketId = IIf(dr("FKRelatedTicketId") Is DBNull.Value, Null.NullInteger, dr("FKRelatedTicketId"))
        lstTickets.Add(objTicket)
      End While
      'End If
      dr.Close()
      Return lstTickets
    End Function
    Public Shared Function GetChildOrders() As List(Of TicketDetailInfo)
      Dim dr As IDataReader = DataHelper.ExecuteReader(ConnectionString, CommandType.Text, "select Pkticketdetailid,FKTicketId ,Description  from Ticketdetail where FKTicketId in(4910,4451,4697,4345)")
      Dim lstTicketDetail As New System.Collections.Generic.List(Of TicketDetailInfo)
      While dr.Read()
        Dim objTicketDetail As New TicketDetailInfo
        objTicketDetail.PKTicketDetailId = dr("Pkticketdetailid")
        objTicketDetail.FKTicketId = dr("FKTicketId")
        objTicketDetail.Description = dr("Description")
        lstTicketDetail.Add(objTicketDetail)
      End While
      'End If
      dr.Close()
      Return lstTicketDetail
    End Function

You are assigning -9999 to FKID of the root items - objTest.FKID = IIf(dr("FKID") Is DBNull.Value, -9999, dr("FKID"))

That way WHDS can not determine which are the root records, you'll have to leave them DBNull (or null) in order to use self-reference relation. If FKID is of type long you can change it to Nullable long (long?) and then assign null when the value is DBNull:

objTest.FKID = IIf(dr("FKID") Is DBNull.Value, null, dr("FKID"))

Hope that helps.

Yes if I bind  ObjectDataSource3  to UltraWebGrid2 grid is binding. If I bind   with SqlDataSource it is coming.

 Here my page code.

Grid:

<igtbl:UltraWebGrid ID="UltraWebGrid2" runat="server" DataSourceID="ObjectDataSource3"
    Height="115px" Width="961px" DataKeyField="PKID">

</igtbl:UltraWebGrid>

 ObjectDataSource3 :

   <asp:ObjectDataSource ID="ObjectDataSource3" runat="server" SelectMethod="GetAllTest"
    TypeName="TestDB"></asp:ObjectDataSource>

 GetAllTest function:

Public Shared Function GetAllTest() As List(Of TestInfo)

    Dim connectionString As String = System.Configuration.ConfigurationManager.ConnectionStrings("NorthwindConnectionString").ToString
    Dim queryString As String = _
     " SELECT PKID,FKID,Name,Description from Test"
    Dim lstTest As New System.Collections.Generic.List(Of TestInfo)
    Using connection As New SqlConnection(connectionString)
      Dim command As SqlCommand = connection.CreateCommand()
      command.CommandText = queryString
      Try
        connection.Open()
        Dim dr As SqlDataReader = _
         command.ExecuteReader()
        While dr.Read()
          Dim objTest As New TestInfo
          objTest.PKID = dr("PKID")
          objTest.FKID = IIf(dr("FKID") Is DBNull.Value, -9999, dr("FKID"))
          objTest.Name = dr("Name")
          objTest.Description = dr("Description")
          lstTest.Add(objTest)
        End While
        dr.Close()
      Catch ex As Exception
      End Try
    End Using
   Return lstTest

  End Function

This SqlDataSource

 <ig:WebHierarchicalDataSource ID="WebHierarchicalDataSource3" runat="server">
      <DataRelations>
        <ig:DataRelation ChildColumns="FKID" ChildDataViewID="SqlDataSource1_DefaultView"
          ParentColumns="PkID" ParentDataViewID="SqlDataSource1_DefaultView" />
      </DataRelations>
      <DataViews>
        <ig:DataView ID="SqlDataSource1_DefaultView" DataMember="DefaultView" DataSourceID="SqlDataSource1" />
      </DataViews>
    </ig:WebHierarchicalDataSource>
    <asp:SqlDataSource ID="SqlDataSource1" runat="server" ConnectionString="<%$ ConnectionStrings:NorthwindConnectionString %>"
      SelectCommand="SELECT * FROM [Test]"></asp:SqlDataSource>

Are you sure that your object data source is correctly setup, does the UltraGrid display any data if bound directly to ObjectDataSource3?

This is another grid I am making self relation. when I run this I am getting No Data To Display message. I have created a test table in northwid for sample project  and my datasource query is "SELECT PKID,FKID,Name,Description from Test".

Can you please check this sample code and let me now my mistakes.

 <igtbl:UltraWebGrid ID="UltraWebGrid2" runat="server" DataSourceID="WebHierarchicalDataSource2"
    Height="115px" Width="961px" DataKeyField="PKID">
    <Bands>
      <igtbl:UltraGridBand AddButtonCaption="ObjectDataSource3_DefaultView" BaseTableName="ObjectDataSource3_DefaultView"
        Key="ObjectDataSource3_DefaultView">
        <Columns>
          <igtbl:UltraGridColumn BaseColumnName="PKID" DataType="System.Int32" IsBound="True"
            Key="PKID">
            <Header Caption="PKID">
            </Header>
          </igtbl:UltraGridColumn>
          <igtbl:UltraGridColumn Key="FKID" IsBound="True" BaseColumnName="FKID">
            <Header Caption="FKID">
              <RowLayoutColumnInfo OriginX="1"></RowLayoutColumnInfo>
            </Header>
            <Footer>
              <RowLayoutColumnInfo OriginX="1"></RowLayoutColumnInfo>
            </Footer>
          </igtbl:UltraGridColumn>
          <igtbl:UltraGridColumn Key="Name" IsBound="True" BaseColumnName="Name">
            <Header Caption="Name">
              <RowLayoutColumnInfo OriginX="2"></RowLayoutColumnInfo>
            </Header>
            <Footer>
              <RowLayoutColumnInfo OriginX="2"></RowLayoutColumnInfo>
            </Footer>
          </igtbl:UltraGridColumn>
          <igtbl:UltraGridColumn Key="Description" IsBound="True" BaseColumnName="Description">
            <Header Caption="Description">
              <RowLayoutColumnInfo OriginX="3"></RowLayoutColumnInfo>
            </Header>
            <Footer>
              <RowLayoutColumnInfo OriginX="3"></RowLayoutColumnInfo>
            </Footer>
          </igtbl:UltraGridColumn>
        </Columns>
        <AddNewRow View="NotSet" Visible="NotSet">
        </AddNewRow>
      </igtbl:UltraGridBand>
      <igtbl:UltraGridBand DataKeyField="FKID" Key="FKID">
        <AddNewRow Visible="NotSet" View="NotSet">
        </AddNewRow>
        <Columns>
          <igtbl:UltraGridColumn BaseColumnName="FKID" DataType="System.Int32" IsBound="True"
            Key="FKID">
            <Header Caption="OrderID">
            </Header>
          </igtbl:UltraGridColumn>
          <igtbl:UltraGridColumn BaseColumnName="PKID" DataType="System.Int32" IsBound="True"
            Key="PKID">
            <Header Caption="PKID">
              <RowLayoutColumnInfo OriginX="2" />
            </Header>
            <Footer>
              <RowLayoutColumnInfo OriginX="2" />
            </Footer>
          </igtbl:UltraGridColumn>
          <igtbl:UltraGridColumn BaseColumnName="Description" DataType="System.Int16" IsBound="True"
            Key="Description">
            <Header Caption="Description">
              <RowLayoutColumnInfo OriginX="2" />
            </Header>
            <Footer>
              <RowLayoutColumnInfo OriginX="2" />
            </Footer>
          </igtbl:UltraGridColumn>
        </Columns>
      </igtbl:UltraGridBand>
    </Bands>
    <DisplayLayout AllowColSizingDefault="Free" AllowColumnMovingDefault="OnServer" AllowDeleteDefault="Yes"
      AutoGenerateColumns="false" AllowSortingDefault="OnClient" AllowUpdateDefault="Yes"
      BorderCollapseDefault="Separate" HeaderClickActionDefault="SortMulti" Name="UltraWebGrid1"
      RowHeightDefault="20px" RowSelectorsDefault="No" SelectTypeRowDefault="Extended"
      StationaryMargins="Header" StationaryMarginsOutlookGroupBy="True" TableLayout="Fixed"
      Version="4.00" ViewType="OutlookGroupBy">
      <FrameStyle BackColor="Window" BorderColor="InactiveCaption" BorderStyle="Solid"
        BorderWidth="1px" Font-Names="Microsoft Sans Serif" Font-Size="8.25pt" Height="115px"
        Width="961px">
      </FrameStyle>
      <Pager MinimumPagesForDisplay="2">
        <PagerStyle BackColor="LightGray" BorderStyle="Solid" BorderWidth="1px">
          <BorderDetails ColorLeft="White" ColorTop="White" WidthLeft="1px" WidthTop="1px" />
        </PagerStyle>
      </Pager>
      <EditCellStyleDefault BorderStyle="None" BorderWidth="0px">
      </EditCellStyleDefault>
      <FooterStyleDefault BackColor="LightGray" BorderStyle="Solid" BorderWidth="1px">
        <BorderDetails ColorLeft="White" ColorTop="White" WidthLeft="1px" WidthTop="1px" />
      </FooterStyleDefault>
      <HeaderStyleDefault BackColor="LightGray" BorderStyle="Solid" HorizontalAlign="Left">
        <BorderDetails ColorLeft="White" ColorTop="White" WidthLeft="1px" WidthTop="1px" />
      </HeaderStyleDefault>
      <RowStyleDefault BackColor="Window" BorderColor="Silver" BorderStyle="Solid" BorderWidth="1px"
        Font-Names="Microsoft Sans Serif" Font-Size="8.25pt">
        <Padding Left="3px" />
        <BorderDetails ColorLeft="Window" ColorTop="Window" />
      </RowStyleDefault>
      <GroupByRowStyleDefault BackColor="Control" BorderColor="Window">
      </GroupByRowStyleDefault>
      <GroupByBox>
        <BoxStyle BackColor="ActiveBorder" BorderColor="Window">
        </BoxStyle>
      </GroupByBox>
      <AddNewBox Hidden="False">
        <BoxStyle BackColor="Window" BorderColor="InactiveCaption" BorderStyle="Solid" BorderWidth="1px">
          <BorderDetails ColorLeft="White" ColorTop="White" WidthLeft="1px" WidthTop="1px" />
        </BoxStyle>
      </AddNewBox>
      <ActivationObject BorderColor="" BorderWidth="">
      </ActivationObject>
      <FilterOptionsDefault>
        <FilterDropDownStyle BackColor="White" BorderColor="Silver" BorderStyle="Solid" BorderWidth="1px"
          CustomRules="overflow:auto;" Font-Names="Verdana,Arial,Helvetica,sans-serif" Font-Size="11px"
          Height="300px" Width="200px">
          <Padding Left="2px" />
        </FilterDropDownStyle>
        <FilterHighlightRowStyle BackColor="#151C55" ForeColor="White">
        </FilterHighlightRowStyle>
        <FilterOperandDropDownStyle BackColor="White" BorderColor="Silver" BorderStyle="Solid"
          BorderWidth="1px" CustomRules="overflow:auto;" Font-Names="Verdana,Arial,Helvetica,sans-serif"
          Font-Size="11px">
          <Padding Left="2px" />
        </FilterOperandDropDownStyle>
      </FilterOptionsDefault>
    </DisplayLayout>
  </igtbl:UltraWebGrid>
  <asp:ObjectDataSource ID="ObjectDataSource3" runat="server" SelectMethod="GetAllTest"
    TypeName="TestDB"></asp:ObjectDataSource>
 
  <br />
  <ig:WebHierarchicalDataSource ID="WebHierarchicalDataSource2" runat="server">
    <DataRelations>
      <ig:DataRelation ChildColumns="FKID" ChildDataViewID="ObjectDataSource3_DefaultView"
        ParentColumns="PKID" ParentDataViewID="ObjectDataSource3_DefaultView" />
    </DataRelations>
    <DataViews>
      <ig:DataView ID="ObjectDataSource3_DefaultView" DataMember="DefaultView" DataSourceID="ObjectDataSource3" />
    </DataViews>
  </ig:WebHierarchicalDataSource>