Best Practice Advice For Efficient SQL Connection Code

Hi,

I have an application which is similar to the following example

Private Sub Start()
For a as int16 = 1 to 300
lstResults.items.add(GetPriceFromItem(a))
Next
End Sub

Private Function GetPriceFromItem(byval item as int16) as String
'Connect to SQL
'Execute "SELECT Price FROM Table WHERE Item='" & item.tostring & "'"
'Close Database connection
'Return Price
End Function

I want to know if there is a more efficeint way of doing this, i.e. i'm concerned that the routine creates 300 SqlConnection instances, 300 open/closes and 300 queries

Would a better way be to connect to SQL once, get the entire table then do the 300 "lookups" locally somehow, perhaps put it all into a DataTable, but can you query a datatable in this way, or could you suggest another control.

Best Regards

Ben