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How to handle large data comparisons

How to do it right?
I need to compare the obtained data (for example, user ID) with the data in the csv table - I need to make sure that such an ID exists.
The CSV table is large with about 450,000 records.


I’ll do that matching against SQL (MSSQL), dealing with bigger datasets I use SSIS to import whatever data format in SQL Server. Matching or lookup is then done in datamapper.