What’s the fastest way to do a bulk insert into Postgres?

I need to programmatically insert tens of millions of records into a Postgres database. Presently, I’m executing thousands of insert statements in a single query.

Is there a better way to do this, some bulk insert statement I do not know about?

Answer

PostgreSQL has a guide on how to best populate a database initially, and they suggest using the COPY command for bulk loading rows. The guide has some other good tips on how to speed up the process, like removing indexes and foreign keys before loading the data (and adding them back afterwards).