CakePHP Mysql Database driver extension for inserting lots of rows at once. Depending on how your data is being generated, this is liable to be extremely memory-inefficient.

MultiMysql.php

//Store it in App/Model/Datasource/Database/MultiMysql.php
<?php
App::uses('Mysql', 'Model/Datasource/Database');
class MultiMysql extends Mysql {

	public function insertMulti($table, $fields, $values) {

		$table = $this->fullTableName($table);
		$holder = implode(',', array_fill(0, count($fields), '?'));
		$fields = implode(', ', array_map(array(&$this, 'name'), $fields));

		$pdoMap = array(
			'integer' => PDO::PARAM_INT,
			'float' => PDO::PARAM_STR,
			'boolean' => PDO::PARAM_BOOL,
			'string' => PDO::PARAM_STR,
			'text' => PDO::PARAM_STR
		);
		$columnMap = array();

		$holder = implode(',', array_fill(0, count($values), '(' . $holder . ')'));
		$sql = "INSERT INTO {$table} ({$fields}) VALUES {$holder}";

		$statement = $this->_connection->prepare($sql);

		foreach ($values[key($values)] as $key => $val) {
			$type = $this->introspectType($val);
			$columnMap[$key] = $pdoMap[$type];
		}

		$i = 1;
		foreach ($values as $value) {
			foreach ($value as $col => $val) {
				$statement->bindValue($i, $val, $columnMap[$col]);
				$i += 1;
			}
		}

		//no longer transactional, oh well
		$result = $statement->execute();
		$this->_result = $statement;
		return $result;
	}

}