As we know, EMA support get the Chain Records, so we can get whole codes of HKEX by this method, but How can I subscribe the whole codes' quote message ? Is there any way can get the whole quote message as well as OMD-C?
Typically, we have chain RICs for indices, not exchanges. You can contact the content team via Get Support to confirm this.
However, if you have the Elekton Edge, you can contact your Market Data to create symbol list RICs for you, as mentioned in this article: How can I get a list of all RICs available on Elektron Realtime?.