Thanks Valery.
Here's how I resolved it using code behind mouse up event:
Private _LastClick As DateTime = DateTime.MinValue
Private _DoubleClickTime As Double = 1500
Private _LastDataGridRow As MyModel= Nothing
Private Sub DataGrid1_MouseLeftButtonUp(ByVal sender As Object, ByVal e As System.Windows.Input.MouseButtonEventArgs) Handles DataGrid1.MouseLeftButtonUp
Dim viewModel As MyViewModel = CType(Me.DataContext, MyViewModel )
Dim clickTime As DateTime = DateTime.Now
Dim currentRowClicked As MyModel
If viewModel.CanRetrieveQuote Then
currentRowClicked = CType(CType(sender, DataGrid).SelectedItem, MyModel)
Dim isDoubleClick As Boolean = (currentRowClicked.Equals(_LastDataGridRow)) And clickTime.Subtract(_LastClick) <= TimeSpan.FromMilliseconds(_DoubleClickTime)
If isDoubleClick Then
viewModel.RetrieveQuote()
End If
_LastClick = clickTime
_LastDataGridRow = currentRowClicked
End If
End Sub
Hope this might be helpful for anyone trying to resolve this issue.
Thanks!