You cannot go wrong with the market in Hunyadi tér. This is one of the smallest market halls of Budapest. It radiates a pleasant atmosphere and it's listed as a national treasure. Its location is great, considering that it is quite difficult to find a real marketplace in the middle of downtown, and Hunyadi tér happens to be close to the Grand Boulevard. Be sure to taste and/or take home some of the different types of honey, bacon and sausages sold by farmers, and do not miss out the fresh vegetables or the liver paté. The peak time of the market is in the mornings of Fridays and Saturdays.
