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Multiple inserts of batch insert over the wire?

I am generating about 500 records.

What I want to do is INSERT them all the same time because:

  • The server is located elsewhere and would rather send one big pay load over.
  • This seems like less overhead than sending 500 insert queries over the wire.

But because they're batch inserting, I don't want to rollback everything if one insert fails - I want to try insert the rest in there and record that failure.

What's the best way to do this in SQL server? Is BULK INSERT what I want?