Indian. Can't really say "Asian" without people thinking you mean what was formerly known as "Oriental" (i.e., people from China, either Korea, Japan, etc), even though it is geographically accurate. Most eastern Russians don't call themselves "Asian" either. "South Asian" works, though, for people from the subcontinent of India.
I'm ethnically Indian, because both my parents are 100% Indian and moved to the U.S. from India. My nationality is American, though, and that is what I answer when people ask me "what are you" (that, or "human"
).
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