Native Delete vs. SQL

I have an EDI application that may need to delete multiple records from
multiple files with the same key fields
Key is Trading Partner and Transaction ID 
If midway thru Creating records there is an issue with some of the data
I.e. Retrieving x-reference Information
I would need to Abort this transaction 
I could perform READE on the files and delete Records, but would
performance be better or worse if I ran the deletes via SQL the files
would contain Less than a few Thousand records (as these are
transactional temp files that are cleared before the process is run) and
Records within the key would be between 1-999 depending on which file is
being processed

for further consideration I am already performing an sql select within
the program and the Physical files are currently not keyed but there is
a Multiformat Logical over the files with the same key that I would be
using for the delete criteria

Thanks in Advance 

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