In the end I hacked it a bit like the following (data is loaded via ajax following the example they have at "example6-ajax-loading.html"):
loader.onDataLoaded.subscribe(function (e, args) {
 // check if there's any data in the data array
 .... 

 if (!anyData) {
    grid.invalidateAllRows();
    $('.grid-canvas').html('<div>No Data.</div>');
    return;
 }
}

+ 

내 경우에는 쿼리를 날려서 받아온 item.length 로 결정하였음.