So BCP for inserting data into a SQL Server DB is very very fast. What is is doing that makes it so fast?
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In SQL Server, BCP input is logged very differently than traditional insert statements. How SQL decides to handle things depends on a number of factors and some are things most developers never even consider like what recovery model the database is set to use.
bcp uses the same facility as BULK INSERT and the SqlBulkCopy classes.
More details here
http://msdn.microsoft.com/en-us/library/ms188365.aspx
The bottom line is this, these bulk operations log less data than normal operations and have the ability to instruct SQL Server to ignore its traditional checks and balances on the data coming in. All those things together serve to make it faster.