250 gallons in 5 days seems totally rediculas! You have a large space to heat but also a new boiler and oil burner.Does the house feel hot?Or warm? I just replaced the old boiler in my 100 yr old 2story American four square and I have seen my oil consumption drop. You may want to have your plumber check your new system to make sure it's working properly. First I assume that it is the proper size and capacity for you home. Next I would check to see that the thermostate is level and calibrated correctly. Then I would check the radiators to see that they are all hot. They could be air bound. If they are they will never heat up and your thermostate will constantly call for heat. Your plumber can check to make sure that your circulator pump is working and the aquastat is set correctly and you pressure in the system is right. If the pressure is too high the relief valve will open and vent hot water causing the system to refill with cold which will need to be heated. I hope its just something simple.