DataGrid binding Klasse mit Liste

<Window x:Class="RessourceReader.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        Title="MainWindow" Height="350" Width="525" DataContext="{Binding RelativeSource={RelativeSource Self}}">
    <Grid>
        <StackPanel>
            <Menu>
                <MenuItem Header="File">
                    <MenuItem x:Name="MI_Load" Header="Load" Click="MI_Load_Click"/>
                    <MenuItem x:Name="MI_Save" Header="Save" Click="MI_Save_Click"/>
                    <MenuItem x:Name="MI_Save_As" Header="Save As" Click="MI_Save_As_Click"/>
                </MenuItem>
            </Menu>
            <DataGrid x:Name="TheGrid" ItemsSource="{Binding ItemData}"/>
        </StackPanel>
    </Grid>
</Window>

public ObservableCollection<ColumnData> ItemData { get; set; }

        public MainWindow()
        {
            ItemData = new ObservableCollection<ColumnData>();
            InitializeComponent();
        }