Fastest way to bulk insert records in Entity Framework

Hello everyone! I'm a beginner C# developer and I've encountered a performance issue when bulk inserting data via Entity Framework. I have an application that receives about 10,000 records from an external API every minute and saves them to a SQL Server database.

Currently I'm using a regular loop with Add() and SaveChanges() for each record, but this takes about 3-4 minutes, which is critical for my application. Here's an example of my code:

public void SaveRecords(List<MyEntity> records)\n{\n    using (var context = new MyDbContext())\n    {\n        foreach (var record in records)\n        {\n            context.MyEntities.Add(record);\n            context.SaveChanges(); // Calling for each record\n        }\n    }\n}\n