[[duilioisola]]

Solo tienes que explícitamente iniciar y finalizar la transacción.

Código Delphi [-]
procedure TDMMain.InsrtaElementos;
var
   Q: TSQLQuery;
   T: TDBXTransaction;
begin
   Q := TSQLQuery.Create(nil);
   with Q do
   begin
      try
         try
            T := BaseDeDatos.BeginTransaction;
            SQLConnection := BaseDeDatos;
            SQL.Text := 'INSERT INTO TABLA (???) VALUES (???)';
            for i := 0 To n do
            begin
               ParamByName('???').AsInteger := ???;
               ExecSQL;
            end;
            BaseDeDatos.CommitFreeAndNil(T);
         except
            BaseDeDatos.RollbackFreeAndNil(T);
         end;
      finally
         Free;
      end;
   end;
end;