We went to Mercado de San Miguel quite a few times during our stay as it was just around our neigbourhood – We particularly enjoyed the great collection of Tapas all under one roof. Good place to start to get a taste of Madrid’s local cuisine. Tourist and locals alike partake in this lively food & drinks montage open all day till late. There’s also a great frozen yoghurt place, which has loads of different toppings and visited by the Britsh royals. The burrata cheese stand was a favourite also. A good helping of burrata on toast and topped with balsamic….delicious!