I think the "best" approach (if that is supported by your DBMS) are ON UPDATE triggers, or if that import is a one time thing only, creating a unique key across all columns:

create or replace function skip_insert() returns trigger language plpg
+sql as $$
begin

  return null;

end $$;

create or replace function raise_exception() returns trigger language 
+plpgsql as $$
begin

  RAISE EXCEPTION 'UPDATE changing row values not allowed';

end $$;

CREATE TRIGGER mytrigger ON records INSTEAD OF UPDATE
    WHEN old.PriKey = new.PriKey and old.Foo=new.Foo and old.Bar=new.B
+ar
    FOR EACH ROW
    EXECUTE PROCEDURE skip_insert()
CREATE TRIGGER mytrigger ON records INSTEAD OF UPDATE
    WHEN old.PriKey = new.PriKey and (old.Foo!=new.Foo or old.Bar!=new
+.Bar)
    FOR EACH ROW
    EXECUTE PROCEDURE raise_exception()
[download]

... but this approach does not handle NULL values.

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