I am trying to read a CSV file with CsvHelper, load each record into a DataTable, and then use SqlBulkCopy to insert the data into a database table. With the current code, I get
I liked the answer from @JoshClose, but I found  while( csv.Read() ) to be considerably slower than csv.GetRecords<{Class}>().ToList().  It also doesn't correctly handle many nullable types like int? when the value returned should be DBNull. My answer is to have CsvHelper import a list of dynamic records and then use a couple helper methods to auto map to the DataTable.
var records = csv.GetRecords<dynamic>().ToList();
foreach ( record in records )
{
    var row = dt.NewRow();
    var recordDictionary = DynamicToDictionary( record );
    foreach( DataColumn column in dt.Columns )
    {
        row[column.ColumnName] = GetColumnValue( column, recordDictionary );
    }
    dt.Rows.Add( row );
}
The DynamicToDictionary method handles case sensitivity and header white space.  I convert the dynamic object to a Dictionary object that ignores case sensitivity and removes header white space. This could be skipped and the dynamic object passed directly to GetColumnValue if this isn't an issue.
public Dictionary<string, object> DynamicToDictionary(dynamic dynObj)
{
    var dictionary = new Dictionary<string, object>(StringComparer.OrdinalIgnoreCase);
    foreach (var kvp in (IDictionary<string, object>) dynObj)
    {
        var obj = kvp.Value;
        // Remove white space.
        var name = new string(kvp.Key.ToCharArray().Where(c => !char.IsWhiteSpace(c)).ToArray());
        dictionary.Add(name, obj);
    }
    return dictionary;
}
The GetColumnValue method finds and converts the dynamic record value into the proper DataTable column value.
public object GetColumnValue(DataColumn column, IDictionary<string, object> dynamicDictionary)
{
    object value;
    // Return DBNull if the column name isn't found.
    if (!dynamicDictionary.TryGetValue(column.ColumnName, out value))
    {
        return DBNull.Value;
    }
    // Null values come in as empty strings.
    if (column.AllowDBNull && column.DataType != typeof(string) && (string)value == "")
    {
        return DBNull.Value;
    }
    if (column.DataType == typeof(bool))
    {
        return (string)value != "0" && ((string)value).ToLower() != "false";
    }
    return value;
}
                                                                        If I'm not mistaken, you should be able to do it with a lot less code. You don't have to put in into another class before going into the DataTable either.
while( csv.Read() )
{
    var row = dt.NewRow();
    foreach( DataColumn column in dt.Columns )
    {
        row[column.ColumnName] = csv.GetField( column.DataType, column.ColumnName );
    }
    dt.Rows.Add( row );
}
                                                                        I was able to get this to work by adding a DataTable row and filling it in explicitly, instead of trying to add a CsvHelper record as a row.
I used the following part instead of the similar part that is shown above:
foreach (var record in records)
{
    DataRow row = dt.NewRow();
    record.CompanyId = company.Id;
    row["Date"] = record.Date;
    row["Close"] = record.Close;
    row["AdjClose"] = record.AdjClose;
    row["High"] = record.High;
    row["Low"] = record.Low;
    row["Open"] = record.Open;
    row["Volume"] = record.Volume;
    row["CompanyId"] = record.CompanyId;
    dt.Rows.Add(row);
}
If you can solve the issue without so much hard coding, I will accept your answer as the answer.
Josh added support to read headers last year and the following block may be useful to those who just want to build a DataTable using the schema of the CSV document. I wanted to post this as a comment to Josh's answer as it is only a small modification but posting as an answer as I couldn't format a code block in Comments.
    private DataTable BuildDataTable()
    {
        var dt = new DataTable();
        using (var textReader = new StreamReader(_path))
        {
            using (var csv = new CsvReader(textReader))
            {
                csv.ReadHeader();
                foreach (var header in csv.FieldHeaders)
                {
                    dt.Columns.Add(header);
                }
                while (csv.Read())
                {
                    var row = dt.NewRow();
                    foreach (DataColumn column in dt.Columns)
                    {
                        row[column.ColumnName] = csv.GetField(column.DataType, column.ColumnName);
                    }
                    dt.Rows.Add(row);
                }
            }
        }
        return dt;
    }