High priority messages are available for sending single messages through APIs if supported by your usage plan.
To start sending high priority messages, set your app settings to high priority sending by checking the “Instant Message” check box in your API settings screen. Instant (High Priority) sending will be applied on single messages sending through the Send API while it will be discarded for bulk sending through the SendBulk API
Or alternatively, you can send a specific message as a high priority message by setting the parameter “Priority" to "High” in the Send API. See Docs for more details