Hi Aklkk,

There are options as to how you can load data into salesforce but depends on your requirement. 

1) do you want the data to persist in Salesforce ?

2) What is the data size ?

3) what is the future road map i.e how to do you want to keep the data in sync or other considerations.

if you want to data in Netezza and access a record on demand
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You go with Salesforce Connect where you can integrate external database with Salesforce. You can view, create, update records of other databases.

if you want a real time synchronous integration 
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You want the data in salesforce and keep the sync with external database you can go with the standard REST API's. These deal with single record.

if you have a one time data load/ scheduled data Loads
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one time dataload - use dataloader

Scheduled loads - leverage the Bulk API's for records ranging from 1000's to millions. There are many ETL's that are available in the market. You can pick and choose the ETL tool as per your budget and requirement.

Let me know if this helps

Regards,
Mohan