Bulk loading seems shrouded in mystery. You can’t directly bulk insert values using a query. However, you can bulk load using a tool like BCP, an API like SqlBulkCopy or via a query that tells SQL Server to read the rows out of a file and insert them (BULK INSERT or OPENROWSET(BULK…)). Then, if you use one of these means to do a bulk load and watch server activity using a Profiler trace or extended events, you’ll see an insert query but no row data. What’s going on?!