I would say ...

Depending on the context (historical, national, etc) of course.

I think this may be the best general term in English. For example, the "Lonja de Seda" in Valencia is known as the Silk Exchange in English.

"For most mercantile communities, the commercial exchange building was the key focal point. Exchanges were often at prime sites in central districts and took on symbolic value for the town in question...The North East's principal exchange was the Newcastle Commercial Exchange, located close to the Tyne waterfront. It was a coal and shipping exchange..."
http://books.google.com/books?id=wbkV5FL8ygAC&pg=PA116

"The first commercial exchange [in New York City] was started by Lovelace when he ordered merchants and "other artificers" to meet very Friday between 11 am and noon near the bridge over the canal. This was at Exchange Place and Broad Street.
http://books.google.com/books?id=ODnnmcciMLgC&pg=PA80

There were/are buildings known as "Merchants' Exchange" built in New York City, Boston, Philadelphia, and San Francisco, among others.
http://www.nps.gov/inde/merchants-exchange.htm
http://en.wikipedia.org/wiki/Merchants_Exchange_(Boston,_Mas...
http://www.mxbuilding.com/history/index.php

Edificio público destinado a usos mercantiles y especialmente a la contratación, especie de bolsa de valores. (Oxford Spanish-English dictionary confirmed in various sites in internet). I have seen the variation "grain exchange". All this, of course, if you are dealing with history...

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Note added at 2 hrs (2009-09-04 15:45:03 GMT)
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Saludos!
eski :))