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 icon (top right corner of Trade Ticket and Overview). Alternatively, by going to Account > Other > Trading Conditions.
Hong Kong products subscription
If you are trading Hong Kong products, please note that you will see the exchange is Hong Kong exchanges on both stocks and stock options.
But when you go to subscribe live prices, you will not find Hong Kong exchanges as it's a group name. Please subscribe to Hong Kong Stock Exchange for stocks and subscribe to Hong Kong Futures Exchange for stock options.