i think it’s not possible by default. But you could try to solve this with some OOP style extending: First find out, where the header and footer are rendered by default (it’s done by some methods in CGridColumn/CDataColumn). Then you could create your custom column type class and override renderFooterCell() like this:
class MyDataColumn extends CDataColumn
public function renderFooterCell()
Then configure this class in your column definition.
I didn’t test this code, so maybe you have to tune a little. But eventually you should get it working.