If using SQL Server, SqlBulkCopy.WriteToServer(DataTable)
- SqlBulkCopy.WriteToServer Method (DataTable)
Or also with SQL Server, you can write it to a .csv and use BULK INSERT
- BULK INSERT (Transact-SQL)
If using MySQL, you could write it to a .csv and use LOAD DATA INFILE
- LOAD DATA INFILE Syntax
If using Oracle, you can use the array binding feature of ODP.NET
- Bulk Insert to Oracle using .NET
If SQLite:
- How do I bulk insert with SQLite?
- Faster bulk inserts in sqlite3?