The spec in the manual is 4 mSec average to set a value and 50mS to make a measurement. With that kind of slow speed the library that you use to send the command should not be an issue.
However in my personal opinion (whatever that is worth). I prefer the VISA library for compatability across IEEE cards, and for read back just set the timeout to 500 mS and it will run as fast as it can. for writing I use a Sleep() API call with sleep time of 5mSec.
Of course if you are writing several commands at one time you might want to combine it into one write command like:
"VOLT 5;:CURR 1.5;:SENS:FUNC CURR;SWE:POIN 24;TINT 20E-6;OFFS:POIN 12"
That will save a significant amount of time.
