I was looking for the STDIN option, to use FOREIGN TABLE in similar way as COPY... And discovery a "bug" in the Guide: there are no documentation about options at official sql-create-foreign-table Guide. No link, nothing:
OPTIONS ( option 'value' [, ...] )
Options to be associated with the new foreign table or one of its columns. ...
So, to lack of information transformed this question in two:
- It is possible to use STDIN with - FOREIGN TABLE?
- Where the "OPTIONS" documentation? 
edit to add example
CREATE FOREIGN TABLE t1 (
   aa text,
   bb bigint
) SERVER files OPTIONS (
   filename '/tmp/bigBigdata.csv',
   format 'csv',
   header 'true'
;
Is a classic ugly PostgreSQL limitation on use filesystem, so I need a terminal solution ... Imagine on shell something with pipes, as
psql  -c "ALTER FOREIGN TABLE t1 ...  STDIN; CREATE TABLE t2 AS SELECT trim(aa) as aa, bb+1 as bb FROM t WHERE bb>999" < /thePath/bigBigdata.csv 
Is a kind of "no direct copy, only filtering a stream of data", and creating a final table t2 from this filtered stream.
 
    