You can get there with a taxi and walk around on your own. The traders offer fruits and vegetables for try out. In case you want to buy something they will give you the chance to try it first. It is possible to spend 2 to 3 hours in there, tasting your way through the different stands.
Do not leave the market without going to the food court. If you want some really traditional food, you should go to the Hocca Bar and get an original sandwich as well as Pastéis. This was a nice food experience.
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