I apologize for the confusion. The correct answer choice would be:
Voy de compras al mercado al aire libre.
To tell someone in Mexico that you are going shopping at an open-air market, you would say "Voy de compras al tianguis." In this sentence, "voy" means "I am going," "de compras" means "shopping," and "al tianguis" means "at the open-air market." It is important to note that "tianguis" specifically refers to a traditional Mexican open-air market. If you were going shopping at a different kind of market, such as a flea market, you would use a different word.