MSEI shares were unlisted from the exchange. There are firms that buy/sell unlisted, delisted, illiquid and regional exchange shares. So you can buy them off-market from these firms. You should probably google it. Also, I heard shares bought in these pre-IPO off-market deals usually have a lock-in period. You need to confirm.
August 3, 2018 - The Securities and Exchange Board of India (SEBI) has ordered an inquiry into allegations of mismanagement, flouting of rules and siphoning of funds against the management of Metropolitan Stock Exchange of India Ltd (MSEI), Parliament was told on Friday.