In Traditional European precedence order, march order is largely invariant...
Head of local Sovereign state
Hosting Royal if in see
Other sovereigns, by title ties by date of elevation
Other royals, by title, ties by date of elevation
Hosting peer if in see.
Peers by title, ties by date of elevation
Knights by rank of order then by date of knighting
Other gentry, often by awards held, if any
Any non-gentry being recognized.
Note that see has devolved to mostly religious use (That territory overseen by a bishop), but was originally both religious and civil use. The see is that which they are responsible for the oversight of, whether or not it is a part of their fief proper. In most of Europe, a noble's see and fief are synonymous, with a few exceptions. Traveller, however, has much larger sees than fiefs in most situations.
There's also a distinction between Royals — members of the ruler's inheritance group — and Peers. The actual designation of royal generally includes any sovereign, including the Grand Duke of Luxembourg, and siblings and children thereof... While Princehood generally is generation limited (those with a sovereign within 2 or 3 generations of ancestors), children of grand duke are not princes... but remain royals. Grand Count and Grand Baron titles have never been sovereigns, but more distant relatives of sovereigns.