Price differences between exchanges exist but they’re usually tiny and disappear fast because of arbitrage traders. The bigger issue is understanding which exchange has better liquidity for the specific stock you’re trading, because low volume means wider spreads and worse execution prices. Real-time data feeds cost money too, most free apps show delayed quotes which are useless if you’re trying to catch price differences. You need something that aggregates live data and shows you where the best bid and ask prices actually are at that moment.