Ellos van mercado todos los martes.

The correct missing word is: "al".

Explanation:

In Spanish all nouns go with an article. When the noun is singular and masculine, as the word "mercado" (market) is, it is correct to use the article "el" before the noun.

Now, the sentence is presenting a situation in which some people go to the market every Tuesday. The preposition "a" in its function for denoting place, it is used in cases like this, in which it is pointed out a place. So, that would apparently leave us a phrase like this: "Ellos van a el mercado los martes", but is incorrect, for the preposition "a" next to the article "el" contract into one word: "al". This contraction only happens with the singular masculine nouns. THEREFORE, the correct answer is the word: "al".