DataGridView 800K rows

// Button Click...
private void btnQuery_Click(object sender, EventArgs e)
{  
    Thread thrd = new Thread(worker);
    thrd.IsBackground = true;
    thrd.Start();
}

private void worker()
{
   int minID = 0;
   int count = 0;

   string strConn = "Server = MyServer; Database = MyDB; Port = 123; etc...";
   
   MySqlConnection conn = new MySqlConnection(strConn);
   MySqlCommand    cmd = new MySqlCommand();
   MySqlDataReader rdr = null;

   grid.BeginInvoke(new MethodInvoker(delegate()
   {
       if (grid.Rows.Count > 0)
           grid.Rows.Clear();
   }));

   try
   {
      conn.Open();  
      cmd.Connection = conn;
      cmd.CommandText = "SELECT id from tbl1 WHERE timeStamp >= 'user specified time' ORDER BY id LIMIT 1";

      rdr = cmd.ExecuteReader();
      if (rdr.Read())
          minID = (int)rdr["id"];
      rdr.Close();

     bool done = false;

     while(!done && minID > 0)
     {
        string sql = "SELECT tbl1.id, tbl1.timeStamp, tbl2.name, tbl2.exp, tbl3.exch, tbl4.vol " +
                     "FROM table1 tb1 " +
                     "JOIN table2 tbl2 " +
                     "ON tb1._id = tbl2.id " +
                     "JOIN table3 tbl3 " +
                     "ON tbl1._exch = tbl.exch " +
                     "JOIN table4 tbl4 " + 
                     "ON tbl4.oid = tbl1.oid " +
                     "WHERE tbl4.date = DATE_FORMAT(tbl1.timeStamp, '%Y-%m-%d') AND " +
                 
        sql += "tbl1.id > " + minID AND trd1.timeStamp <= 'user specified time' LIMIT 1000";
        
        cmd.CommandText = sql;
   
        rdr = cmd.ExecuteReader();
        
        count = 0;
        while(rdr.Read())
        {
           int id = (int)rdr["id"];
           DateTime dt = (DateTime)rdr["ts"];
           //etc...

          grid.BeginInvoke(delegate()
          {
             grid.Rows.Add(id, dt, etc...);
          }));
        }             
     }
     catch(Exception ex)
     {
     }
     finally
     {
        conn.Close();
        rdr.Close();
        cmd.Dispose();
     }
   }
}