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LibraLibra 

Creating Parent/Child Relationships through Data Loader

Is there a way to create a parent/child account relationship through the data loader? 
 
It does not seem like this is supported.  It looks like you must first create either the child or parent accounts and then extract them down and run another load with the other type and link them.
benjasikbenjasik
You must first load the parent, then you can associate the children to the parent using upsert with relationships.

With Apex Code, you could build a custom web service that took the parent and children and inserted them all as a single transaction.