This guide will let you know where to farm for Oxium in Warframe. You have to follow the simple steps in this guide to farm it.
Oxium Primarily can drop from Oxium drones, which can spawn in various corpus missions/tilesets.
The main places usually go to the farm for Oxium drones/Oxium is ten on Jupiter, Elara on Jupiter, or Terminus on Pluto. They can have fairly good Oxium drone spawns.
In defence missions, Oxium Drones typically spawn before round 5, so you should at the very least get a few of them to spawn from rounds 1-5.