The JMS specification includes a JMSPriority message header field in which senders can set the priority of a message, as a value in the range [0,9]. EMS
does support message priority (though it is optional, and other vendors might not implement it).
However, priority ordering applies only when the server has a backlog of deliverable messages for a consumer. In contrast, when the server has only one message at a time to deliver to a consumer, then the priority ordering feature will not be apparent.