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Comparing Large Files in Excel and SQL Server

Suppose I have 2 large files.  If I want to compare them using a MATCH function in Excel it could take hours.
If I load them into a SQL Database and do an inner join it can take minutes or seconds.

I want to compare some large files in Visual Studio 2010 (C#) and was wondering if I could compare them in minutes rather than hours without actually uploading them to a SQL Database.
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Scott McDaniel (EE MVE )
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Thanks.