There is an alternative to using COPY, which is the multirow values syntax that Postgres supports. From the documentation:
INSERT INTO films (code, title, did, date_prod, kind) VALUES
('B6717', 'Tampopo', 110, '1985-02-10', 'Comedy'),
('HG120', 'The Dinner Game', 140, DEFAULT, 'Comedy');
The above code inserts two rows, but you can extend it arbitrarily, until you hit the maximum number of prepared statement tokens (it might be $999, but I'm not 100% sure about that). Sometimes one cannot use COPY, and this is a worthy replacement for those situations.