You can call 'getFilterComponent' method to get the special filter combobox component and reload its data. Please refer to the code below:
dg.datagrid('enableFilter', [{
field:'field1',
type:'combobox',
options:{
onChange: function(value){
var cb2 = dg.datagrid('getFilterComponent', 'field2');
//...
}
}
},{
field:'field2',
type:'combobox',
options:{
//...
}
}]);