They all represent Different data domain types and you would only subscribe to the one that represents the content you require - not sure how to make a valid speed comparison between different data?
MarketPrice is the most commonly used domain - as it represents the standard Trade & Quote data that 90% of our customers' applications subscribe to.
The start of the following article provides some more detail on the other Level 2 domain types such as MarketByPrice etc.
How to Sort & Process Level 2 Orderbook Data using EMA C++ API | Refinitiv Developers
