Migrate to data field with multiple values
I've worked it out.
Migrate can handle multiple values but due to the commerce price table having its own field type of 'commerce_price_table' I've needed to create a field handler for this field type. 

Mapping is done like this in the migration class:(machine name for this field is field_volume_price)

$this-&gt;addFieldMapping('field_volume_price', volume_price); 
$this-&gt;addFieldMapping('field_volume_price:currency_code',volume_price_min_qty);
$this-&gt;addFieldMapping('field_volume_price:min_qty',volume_price_max_qty);
$this-&gt;addFieldMapping('field_volume_price:max_qty',volume_price_currency_code');


Due to these fields holding arrays of data we need to create these in the prepareRow function in the migration class:

function prepareRow($row)  {
    foreach($row-&gt;product['volume_prices'] as $volume_price) { 
        $row-&gt;volume_price[] = $volume_price['price'];
        $row-&gt;volume_price_currency_code[] = $row-&gt;product['currency'];
        $row-&gt;volume_price_min_qty[] = $volume_price['minimumQuantity'];
        $row-&gt;volume_price_max_qty[] = '';//this is unknown in our data, this is set in the handler 
    }
}


If anyone is interested I've attached the handler. Also due to our set of data not containing the max qty value we had to work this out and set this in the arguments.(remove the loop if its set)

class ProductVolumePriceFieldHandler extends MigrateFieldHandler {
  public function __construct() {
    $this-&gt;registerTypes(array('commerce_price_table'));
  }


  public function fields($type) {
    // Declare our arguments to also be available as subfields.
    $fields = array(
      'currency_code'   =&gt; t('Subfield: Currency code for the field'),
      'min_qty'         =&gt; t('Subfield: Min Qty for the field'),
      'max_qty'         =&gt; t('Subfield: Max Qty for the field'),
    );
    return $fields;
  }

  public function prepare($entity, array $field_info, array $instance, array $values) {
    $migration = Migration::currentMigration();
    if (isset($values['arguments'])) {
      $arguments = $values['arguments'];
      unset($values['arguments']);
    }
    else {
      $arguments = array();
    }

    $language = $this-&gt;getFieldLanguage($entity, $field_info, $arguments);
    //we need to set the max value because the our data does not provide this
    if(isset($arguments['min_qty']) &amp;&amp; !is_null($arguments['min_qty'])) {
        $minimumQuantity = $arguments['min_qty'];
        sort($minimumQuantity,SORT_NUMERIC);
        //create the max value of the ranges, eg:
        //min qty: 1,3,5,20
        //1-2,3-4,5-19,20--1

        //reconstruct the arguments array with qtys in order
        //$index becomes the new delta
        foreach($minimumQuantity as $index =&gt; $min){
            $args['currency_code'][$index]   = $arguments['currency_code'][array_search($min,$arguments['min_qty'])];
            $args['min_qty'][$index]         = $arguments['min_qty'][array_search($min,$arguments['min_qty'])];
            $args['max_qty'][$index]         = isset($minimumQuantity[$index+1])?$minimumQuantity[$index+1]-1:-1;
        }
        if(isset($args)){
            //set arguments array for new ording
            $arguments = $args;
        }
    }

    $delta = 0;
    foreach ($values as $value) {
        if(!is_null($value)) {
            $return[$language][$delta] = array('amount' =&gt; ($value * 100));
            if (isset($arguments['currency_code'])) {
                if (is_array($arguments['currency_code'])) {
                    $return[$language][$delta]['currency_code'] = $arguments['currency_code'][$delta];
                } else {
                    $return[$language][$delta]['currency_code'] = $arguments['currency_code'];
                }
            }
            if (isset($arguments['min_qty'])) {
                if (is_array($arguments['min_qty'])) {
                    $return[$language][$delta]['min_qty'] = $arguments['min_qty'][$delta];
                }else {
                    $return[$language][$delta]['min_qty'] = $arguments['min_qty'];
                }
            }
            if (isset($arguments['max_qty'])) {
                if (is_array($arguments['max_qty'])) {
                    $return[$language][$delta]['max_qty'] = $arguments['max_qty'][$delta];
                }else {
                    $return[$language][$delta]['max_qty'] = $arguments['max_qty'];
                }
            }
        }
        $delta++;
    }

    return isset($return) ? $return : NULL;

  }
}