I saw this question, How is おい used?, but I don't think this would be a duplicate of any existing question yet.
There, they say that おい is a curt "hey" or "yo" that can come across strongly. But since I'm still fairly new to Japanese, the most memorable instance of おい I can recall is Link's little sister from The Wind Waker.
Similarly, I'm most familiar with ねえ from music (this is just my favorite artist and one of his songs that uses ねえ). It seems to just mean "hey" like it would in English.
However, it'd be nice to have a contextual contrast of how these are actually used beyond anime, music, and video games. Could you explain what their differences are?