Design question

Question

I am building an application that is recieving lots of stock quotes from a 3rd party software program. The quotes come in via event updates. I am currently writing the updates to a datatable, which is bound to a datagrid. I am using multithreading so assure that only one update gets written to the table at a time. Furthermore, the datatable is part of a dataset, which I save to a SQL database periodically (the database is only used for persistence of information from day to day). My question is, am I going about this the correct way? It seems to work for a few stocks, but it seems to get overwhelmed when there are lots of stocks. Should I be using different data structures to recieve the quotes and only update the grid periodically? It seems this would not be an issue if there werent so many rows recieveing so many updates. Please help! Jason