Your committee have named the avenue leading from Limestone Road to Alexandra Park Alexandra Avenue. Ulster Echo - Friday 01 August 1890 Alexandra Avenue connects to one of the entrances of Alexandra Park. The park was opened in 1888 and named after Princess Alexandra. (Alexandra of Denmark (1844 –1925) was Queen of the UK and the British Dominions and Empress of India from 22 January 1901 to 6 May 1910 as the wife of King Emperor Edward VII.