If you wish to receive live prices for a particular instrument and need to check which exchange you should subscribe to, there are different modules you can look at: the Trade Ticket, the Watchlist and the Instrument Overview among others. Please see below examples from SaxoTraderGO.
1. Trade ticket
2. Overview
3.Watchlist (make sure Market column is enabled).
4. Instrument Trading conditions
It is possible to access Trading Conditions by clicking on the icon (top right corner of Trade Ticket and Overview). Alternatively, by going to Account > Other > Trading Conditions.