I see two parts to your question.
Part 1, https://cwiki.apache.org/confluence/display/Hive/HCatalog+LoadStore But I am afraid this first loads the whole data in bag a, then only filters it in b. Am i correct or no ?
Ans 1) NO, when you apply filters just after the load statement, hcatalog is smart enough to load specified partitions, which you specified in your filter statement.
Part 2) LOAD DATA INPATH 'filepath' INTO TABLE tablename [PARTITION (partcol1=val1, partcol2=val2 ...)]
What is the equivalent of this construct in Pig with HCatalog ?
Ans 2) YES, you can use store a into 'tablename' using org.apache.hcatalog.pig.HCatStorer('particol1=val1,partcol2=val2');
eg: store a into 'tablename' using org.apache.hcatalog.pig.HCatStorer('datestamp=20110924');
Please drop a comment if you have any doubts.
Thanks