High-resolution spectroscopy is a powerful tool to study the dynamical structure of pulsating stars atmosphere. We aim at comparing the line asymmetry and velocity of the two delta Sct stars rho Pup and DX Cet with previous spectroscopic data obtained on classical Cepheids and beta Cep stars. We obtained, analysed and discuss HARPS high-resolution spectra of rho Pup and DX Cet. We derived the same physical quantities as used in previous studies, which are the first-moment radial velocities and the bi-Gaussian spectral line asymmetries. The identification of f=7.098 (1/d) as a fundamental radial mode and the very accurate Hipparcos parallax promote rho Pup as the best standard candle to test the period-luminosity relations of delta Sct stars. The action of small-amplitude nonradial modes can be seen as well-defined cycle-to-cycle variations in the radial velocity measurements of rho Pup. Using the spectral-line asymmetry method, we also found the centre-of-mass velocities of rho Pup and DX Cet, V_gamma = 47.49 +/- 0.07 km/s and V_gamma = 25.75 +/- 0.06 km/s, respectively. By comparing our results with previous HARPS observations of classical Cepheids and beta Cep stars, we confirm the linear relation between the atmospheric velocity gradient and the amplitude of the radial velocity curve, but only for amplitudes larger than 22.5 km/s. For lower values of the velocity amplitude (i.e., < 22.5 km/s), our data on rho Pup seem to indicate that the velocity gradient is null, but this result needs to be confirmed with additional data. We derived the Baade-Wesselink projection factor p = 1.36 +/- 0.02 for rho Pup and p = 1.39 +/- 0.02 for DX Cet. We successfully extended the period-projection factor relation from classical Cepheids to delta Scuti stars.