How to validate fields with the Rules module? I have created a Rule with the Rules module to validate the form on submission.

I try to compare the values of two fields to ensure one not higher than the other. But I couldn't find the appropriate Rules Actions to stop the form submission and prompted an error message.

Please advise.

Event: After saving new content of type Article

Condition: Data comparison
Parameter: Data to compare: [node:field-price-A], Operator: is greater than, Data value: [node:field-price-B]

Actions: ??
It sounds like you don't have the supporting module Rules Forms: https://www.drupal.org/project/rules_forms

This module adds form validation for existing (core) forms and custom forms from contrib modules.

The documentation states that Rules Forms can:

Validate the values of form elements during form validation.
Set form errors when rule-based validation fails.