The normal method is by implantable telemetry device. Rats are free-living, grooming, social creatures so harnessing them to big blocks of equipment is usually not desirable (especially if you're measuring behaviour).

That's not to say it can't be done: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652010000200019 

If you're asking questions about the basic implantation procedure, anaesthesia, drug administration etc. then any answer here isn't going to hep much - you really need to take your project to a research center with a working animal house, and work under direct supervision. You *cannot* just pick up small animal surgery and instrumentation in your spare time.

As suggested by  james, the normal method of recording can be done by using telemetry device. you can go through the link below.

https://www.researchgate.net/publication/251640323_Evaluation_of_effect_of_combination_of_terfenadine_and_ketoconazole_on_the_QT_prolongation_using_conscious_telemetered_guinea_pigs 

Article Evaluation of effect of combination of terfenadine and ketoc...

Dear researcher, we don't have telemetry but we have needles by which I can recording ECG. But I want to know can I inject any drug into rat ? while I am recording ECG. Dear Jitendra Singh, Please discuss if you know. Or is it necessary to have animal models for this experiment? 

Yes, the experiment need to be performed using rat (no need to have telemetry) using other acquisition systems. Definitely drug can be given to evaluate the effect on ECG

How to inject drug?

Dear you can visit Amity University as it is nearby your institution after Jan 10

As suggested by satyendra K Rajput   you have to familier with surgery and yes you can inject the drug while recording.

@Jitenra singh Sir, I know surgery very well, And What is proper protocol for Injecting Drug in Rats while recording reading?