One stock trading at multiple exchanges

I can buy one stock at one exchange and sell it at another one with the same broker. How should one deal with these type of transactions. In my case one of the markets is not available from say yahoo finance so i need to supply prices manually. Should i add the share on the second market as another security?

@lesupan

If the buying and selling currencies are the same, the market for PP is irrelevant. What is relevant are the prices. You may have to correct them manually for individual bookings.

I would generally obtain the exchange rate data from the provider/market that provides you with the best rates in the relevant currency.

Cheers, Laura