将数据插入Sql Compact

我有一个手持设备，它连接到Sql Server数据库，读取Sql服务器数据，并将其放在设备上的Sql Compact数据库上。这是我的代码：

public void InsertData() // Function insert data into SQL commapct database
{
    dt = new DataTable();
    dt = SqlServer_GetData_dt("Select id_price, price, id_item  from prices", SqlCeConnection); // get data form sql server
    if (dt.Rows.Count > 0)
    {
        for (int i = 0; i < dt.Rows.Count; i++)
        {
            string sql = "";
            sql = "insert into prices" +
                " ( id_prices, price,id_item) values('"
                    + dt.Rows[i]["id_price"].ToString().Trim() + "', '"
                    + dt.Rows[i]["price"].ToString().Trim() + "', '"
                    + dt.Rows[i]["id_item"].ToString().Trim() + "')";
            obj.SqlCE_WriteData_bit(sql, connection.ConnectionString);//insert into sql compact
        }
    }

}
public DataTable SqlServer_GetData_dt(string query, string conn)
{
    try
    {
        DataTable dt = new DataTable();
        string SqlCeConnection = conn;
        SqlConnection sqlConnection = new SqlConnection(SqlCeConnection);
        sqlConnection.Open();
        {
            SqlDataReader darSQLServer;
            SqlCommand cmdCESQLServer = new SqlCommand();
            cmdCESQLServer.Connection = sqlConnection;
            cmdCESQLServer.CommandType = CommandType.Text;
            cmdCESQLServer.CommandText = query;
            darSQLServer = cmdCESQLServer.ExecuteReader();
            dt.Load(darSQLServer);
            sqlConnection.Close();
        }
        return dt;
    }
    catch (Exception ex)
    {
        MessageBox.Show(ex.ToString());
        DataTable dt = new DataTable();
        return dt;
    }
}
public object SqlCE_WriteData_bit(string query, string conn)
{
    try
    {
        string SqlCeConnection = conn;
        SqlCeConnection sqlConnection = new SqlCeConnection(SqlCeConnection);
        if (sqlConnection.State == ConnectionState.Closed)
        {
            sqlConnection.Open();
        }
        SqlCeCommand cmdCESQLServer = new SqlCeCommand();
        cmdCESQLServer.Connection = sqlConnection;
        cmdCESQLServer.CommandType = CommandType.Text;
        cmdCESQLServer.CommandText = query;
        object i = cmdCESQLServer.ExecuteScalar();
        sqlConnection.Close();
        return i;
    }
    catch (Exception ex)
    {
        MessageBox.Show(ex.ToString());
        return 0;
    }
}

这一切都很好，但问题是所有这些工作都很慢。我有20000行需要插入SQL紧凑型数据库。

有没有更快插入的方法？

谢谢。