A handsome 1916 iron-and-glass market hall just west of Plaza Mayor, restored in 2009 from a working food market into a high-end tapas hall. The original cast-iron frame and the curved roof survive intact, with the stalls inside now turned over to small operators selling oysters, jamón, croquetas, ceviche, vermouth, sushi, wine flights, and so on.
It is touristy and prices have crept up — figure on €5-7 per small plate — but the quality is genuinely good, the atmosphere is lively, and you can graze across half a dozen stalls in an hour. Best avoided at peak lunch and dinner times (the place is rammed); off-peak afternoons are bearable. Open daily 10 am to midnight. Closer to a curated food court than a real market these days.