So... is Onmyou Taisenki finished or not?
NO, it is not finished.
Why?
The anime finished before the manga:
Anime finished: September 29, 2005
Manga finished: March 03, 2006
MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
Here you have all the anime relations we detected ordered by release date, so you can see the reason for this status in context and also use it as watching order.
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Synopsis
Riku Tachibana, a normal junior high student, finds his life turned upside down when he's forced into a duel with a "Warrior of Earth."
He discovers he's a descendant of the thought-to-be-extinct "Warriors of Heaven," and now must use a special device, the DRIVE.
This DRIVE allows him to summon a powerful Shikigami named Kogenta, a "Divine Beast."
Together, Riku and Kogenta dedicate themselves to fighting against the Warriors of Earth, seemingly destined for this battle.