Parallel Bulk Inserting with SqlBulkCopy and Azure

I don't see how you can run any faster than using SqlBulkCopy. On our project we can import 250K rows in about 3 mins, so your rate seems about right.

I don't think that doing it in parallel would help, even if it was technically possible. We only run 1 import at a time otherwise SQL Azure starts timing out our requests.

In fact sometimes, running a large group-by query at the same time as the import isn't possible. SQL Azure does a lot of work to ensure quality of service, this includes timing out requests that take too long, take too many resource, etc

So doing several large bulk inserts at the same time will probably cause one to time out.

It is possible to run SQLBulkCopy in parallel against SQL Azure, even if you load the same table. You need to prepare your records in batches yourself before sending them to the SQLBulkCopy API. This will absolutely help with performance, and it allows you to control retry operations for a smaller batch of records when you get throttled for reasons outside of your own doing.

Take a look at my blog post comparing load times of various approaches. There is a sample code as well. In separate tests I was able to cut the load time of a table in half.

This is the technique I am using for a couple of tools (Enzo Backup; Enzo Data Copy); It's not a simple thing to do but when done properly you can optimize load times significantly.