xelatex-template/examples/table-from-file/table.tex

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\documentclass{article}
% MWE from http://tex.stackexchange.com/questions/40411/import-files-with-pgfplotstable-and-split-tables-across-multiple-pages
\usepackage{pgfplotstable}
\usepackage{fr-longtable}
\usepackage{booktabs}
\usepackage{array}
\usepackage[a4paper]{geometry} %%% change the margins in your file suitably.
\usepackage{filecontents}
\newcolumntype{C}{>{\centering\arraybackslash}p}
\begin{document}
\pgfplotstableset{
begin table=\begin{longtable},
end table=\end{longtable},
}
\pgfplotstabletypeset[
col sep=space,
header=true,
columns={Idx,Nam,Dim,Grd}, % display specified columns
columns/Idx/.style={precision=2,column type=|C{40mm}},
columns/Nam/.style={column type=|C{40mm},string type},
columns/Dim/.style={precision=1,column type=|r},
columns/Grd/.style={column type=|l|,string type},
every even row/.style={after row=\hline},
every odd row/.style={after row=\hline},
% requires booktabs to place horiz rules
every head row/.style={before row=\toprule, after row=\midrule\endhead},
every head row/.style={
before row={%
\caption{The caption}
\endfirsthead
\multicolumn{4}{c}{{\tablename\ \thetable{}: continued from previous page}} \\
\endhead
\multicolumn{4}{c}{{\tablename\ \thetable{}: last page}} \\
\endlasthead
\hline
},
after row=\hline
}
]{test.dat}
\end{document}