How to Insert data received from WebSocket in C# without Delay

Question

I want to insert the data in database received from WebSocket but I'm getting a delay while inserting. I'm using WebSocketSharp() for WebSocket the data I'm getting in JSON Format. The hit count of WebS.OnMessage +=(s1,e1)=> method in 550 times in 1 sec and the data received form websocket is single line getting single lines 500 in 1 sec and that need to be insert less then a 1sec or in millisecond.

data Sample->

{"seg":"BSE","currc":"0.012","code":"538610","ltt":"1683171716"}

WebSocket WebS =new WebSocket("SocketLinkHere");
WebS.OnOpen+=(s1,e1)=>
{
//no need
};
WebS.OnError +=(s1,e1)=>
{
    if(!WebS.IsAlive)
    {
        WebS.close();
        WebS.Connect();
    }
};
WebS.OnClose +=(s1,e1)=>
{
    //errorlist here
};
WebS.OnMessage +=(s1,e1)=>
{
    try
    {
        string result="["+e1.Data+"]";
        SQLEXE(result);//call method to insert result into database
    }
    catch(exception ex){}
};

WebS.Connect();


private void SQLEXE(string result)
{
    try
    {
        DataTable dt=JsonConvert.DeserializeObject<DataTable>(result);
        SqlParameter[] para={
        new SqlParameter("@ltt",dt.Rows[0]["ltt"]),
        new SqlParameter("@code",dt.Rows[0]["code"]),
        new SqlParameter("@currc",dt.Rows[0]["currc"]),
        new SqlParameter("@seg",dt.Rows[0]["seg"])
        };
        cmd.Parameters.Clear();
        cmd.Parameters.AddRange(para);
        cmd.executeNonQuery
    }
    catch(Exception error){}
}

I need to insert that data in less then 1 sec in database. Table structure