How to add 40k rows in Winforms application?

namespace HSR_GvHo_Report
{
    public partial class DataDisplay : Form
    {
        public static string _TableNm,_TableNm3, _FromDate, _TillDate,_frmdate,_todate, connstrr;
        //SqlConnection conn;
        MenuParams mparams = new MenuParams();
        string path;
        DataTable dt;
 public DataDisplay(string _TableName, string _TableName3,string _FDate, string _TDate, string _FrDate, string _ToDate, string constr)
        {
           
            InitializeComponent();
            _TableNm = _TableName;
            _TableNm3 = _TableName3;
            _FromDate = _FDate;
            _TillDate = _TDate;
           _frmdate=_FrDate;
            _todate=_ToDate;
            connstrr = constr;

        }private void DataDisplay_Load(object sender, System.EventArgs e)
        {
            lblFrom.Text = _FromDate;
            lblTill.Text = _TillDate;

            //Data to Load Grid
            dt = CreateDataTable(_TableNm);
            dgLoadData.DataSource = dt;
             private DataTable CreateDataTable(string _TableNm)
        {
            string Qry = null;
            dt = new DataTable();
            using (SqlConnection conn = new SqlConnection(connstrr))
            {
                try
                {
                    if (conn.State == ConnectionState.Closed || conn.State == ConnectionState.Broken)
                    {
                        conn.Open();
                    }
                    string b  = _FromDate;
                    string b1 = _TillDate;

             Qry = "select  GLZone,GLState,GLCity,a.Showroomname,a.Stockno,b.Field1,Class1Cd,Class2Cd,SubClass1Cd,SubClass2Cd,Sizecd,ItemDesc,"+
" a.MonthOpDate,a.OpeningQty,PurchaseQty,SReturnQty,a.ReceiptDate,PurRetQty,SalesQty,a.ClosingQty,DaysOld,Retail_Price,"+
" Cost_Price,CashSaleVal,CashRetVal,AnalCode1,AnalCode2,AnalCode3,AnalCode4,AnalCode5,userid"+
 
"From  TEMPSTOCKMOVEMENTsuper as a left join TEMPConIMEIsuper as b "+

"on a.Showroomname=b.Showroomcode and a.Stockno=b.Stockno and a.MonthOpDate=b.MonthOpDate"+
" ORDER BY GLZone,GLState,GLCity,Showroomname,Stockno,Class1Cd,Class2Cd,SubClass1Cd,SubClass2Cd,Sizecd,ItemDesc ";
             //and ReceiptDate between  '" + b + "' and '" + b1 + "'
                    SqlDataAdapter da = new SqlDataAdapter(Qry, conn);
                    da.Fill(dt);
                }
                catch (Exception ex)
                {
                    LogWriter.WriteLine(ex.Message);
                    LogWriter.WriteLine(ex.StackTrace);
                }
                finally
                {
                    if (conn.State == ConnectionState.Open || conn.State == ConnectionState.Connecting)
                    {
                        conn.Close();
                    }
                }
            }

            return dt;
        }
        }