And it's also possible to directly load a csv file with all the data in latex and plot if with pgf, which makes it possible to keep all the plotting options in the latex file:

  \addplot table[x ={Column1}, y ={Column2}] {myData.csv};

The issue is that it can take some time for pgf to load the data and do computations on them, but you can use the external library of tikz so that it does not compute the plot again (and save it as a pdf for later uses).