Both Elektron Message API and Elektron Transport API allow batch requests.
Elektron Message API is much easier to learn and use - and is recommended for 95% of development usage scenarios.
You can download ElektronSDK - which contains both of the above APIs. In there you will find example 370__MarketPrice__Batch - which shows how to make a batch request in EMA
Have you worked through the QuickStart section?
Did you amend the source code for 100__MarketPrice__Streaming and amend the server, port and username - as provided your market data team (these can be the same values you used with your RFA example) - did this example 100 connect ok?
If the above did work and you are now trying a different example, please provide additional information - e.g. upload a copy EMAConfig.xml you are using (renamed as EMAConfig.txt)? Which example are you using? Which version of the ElektronSDK you are using?