What options do I have for converting open sales orders from our third party software?

We need to convert sales orders that are created in Sales Force CRM to JD Edwards E1 9.2 sales orders in P4210. We have read about Z file processes and EDI processes that might work. Do either or both of these processes require a custom conversion program or table? Is there some third alternative? Does one process work better than the other?

Thank you for your help.