Ordenar datagrid

Olá, estou tentando ativar ordenação quando se clica na header de um datagrid, mas estou tomando esse erro:

System.InvalidOperationException: 'O controle DataGridView deve ser associado a um objeto IBindingList para ser classificado.'

O código para ativar essa ordenação é assim:

private void dataGridView1_ColumnHeaderMouseClick(
    object sender, DataGridViewCellMouseEventArgs e)
{
    DataGridViewColumn newColumn = dataGridView1.Columns[e.ColumnIndex];
    DataGridViewColumn oldColumn = dataGridView1.SortedColumn;
    ListSortDirection direction;

    if (oldColumn != null)
    {
        if (oldColumn == newColumn &&
            dataGridView1.SortOrder == SortOrder.Ascending)
        {
            direction = ListSortDirection.Descending;
        }
        else
        {
            direction = ListSortDirection.Ascending;
            oldColumn.HeaderCell.SortGlyphDirection = SortOrder.None;
        }
    }
    else
    {
        direction = ListSortDirection.Ascending;
    }

    dataGridView1.Sort(newColumn, direction);
    newColumn.HeaderCell.SortGlyphDirection =
        direction == ListSortDirection.Ascending ?
        SortOrder.Ascending : SortOrder.Descending;
}

private void dataGridView1_DataBindingComplete(object sender,
    DataGridViewBindingCompleteEventArgs e)
{
    foreach (DataGridViewColumn column in dataGridView1.Columns)
    {
        column.SortMode = DataGridViewColumnSortMode.Programmatic;
    }
}