Exploring markets it´s definitely one of the best ways of getting to know local culture, because of what they sell but also because of the people selling them which are usually people born and living there.
Where do you live? That sounds very appealing for the non-traditional traveler, you made me curious!
I live in Rotterdam, The Netherlands! I've done the Googling of 'Markthal' for you :-) Absolutely amazing city to visit, especially if you want to understand more about The Netherlands than Amsterdam alone :-)