No, you can't specify something like that. If you want datainsert to continue with the next dataset if it encounters a duplicate, just use try-catch.
try
datainsert(conn,'consdata',colnames,tbl)
catch E
% This section is only executed if a duplicate record exists. So if you want
% Matlab to remember when datainsert failed because of a duplicate record,
% put some code here. For expample if you execute this try-catch within a
% Loop, write the Loop index to a vector.
end
