Mercado de San Miguel

Inside this early-twentieth-century iron market, stalls sell small bites of Spanish food: oysters, croquettes, cured ham, cheese and vermouth. It is busy and more polished than a traditional market, but it is a good introduction to what Madrid eats. Order a couple of things at different counters and eat standing, as locals do.

Talking points

• The building is a protected example of iron architecture from the early twentieth century.
• It is a fast way to taste different regions of Spain under one roof.
• It gets very crowded at peak times, so go in the morning.