In this respect São Paulo is truly exceptional. When you see these you begin to understand the city's culinary reputation. São Paulo's street markets receive fruit and vegetables from all over Brazil and from Chile and Argentina. What is more, ringing the city are thousands of Japanese-Brazilian market gardens.
The selection of greens alone is massive: mustard, many types of lettuce, chicory, fennel, rocket, bok choy, fresh melokias (not many places outside of the Middle East where you can get it), spinach, kale, cabbage, Brussels sprouts, watercress...stalls and stalls of massive bunches of fresh herbs: dill, mint, basil (several types), lemon grass, rosemary, oregano, coriander, parsley, sage - basically everything you can think of.
As for the fruit, it ranges from Amazonian looking stuff, to tropical: pineapples, papayas, mangoes (palmer, Tommy Atkins, small green citrus-flavoured ones, and more) and jackfruit. A good pérola pineapple when in season will impregnate the flat and your hands with its aroma for the whole day. It will be very sweet, not sharp and not fibrous. It literally melts in your mouth. Similarly a perfect mango.
There is also plenty of fruit more associated with temperate weather: apples, pears, strawberries, blackberries, plums, as well as Mediterranean-climate fruit such as watermelons, grapes and so forth.
Also at the markets: fish stalls, meat stalls, spice stalls (you can find most of the basics you'll need for curries, for example), hardware, cheap toys.
The tradition is to drink a cane-juice (with lime juice) and eat a fried "pastel" (minced meat or palm heart are my favourites).
There are markets all over the city. The ones I've used are:
Friday: Rua Sergipe, in Higienópolis, opposite Zilana. Genteel. You can stop off for excellent coffee and sweetmeats before or after at "Dulca".
Saturday: Corner of R. Helvetia with Barão de Campinas. Far less genteel. The neighbourhood used to be the administrative center of the city. Now faded and nervously on the edge of crack-land.
Sunday: Amaral Gurgel, at Sta Cecília underground station. Huge, bustling, under the flyover (flyover incidentally closed to traffic on Sundays for pedestrians to amble).
Sunday: Praça Roosevelt. A smaller version of the Amaral Gurgel one, at the bottom of Rua da Consolação. Easier to handle, but very bustling nonetheless.
This large, covered market sells all kinds of stuff that, if you’re not Brazilian, you probably will never have seen before. There are fruits from the Amazon region, for instance, that don’t even seem to have English names. Wandering past the stalls, you can see and smell eels, herbs, pineapples, salami, snails ... crammed together like a monument to the tastebuds.
Rua da Cantareira 306
Tucked away in the centre of SP but one of the great food markets of the world (IMHO) in a railway-station like building dating from 1928 - best place to buy fish/meat/cheese/fruit/spices - anything edible in SP (NB if you're going to buy fish like tuna/salmon, look for the Japanese owners and ask for sashimi quality)
Has also undergone a pleasing renovation with a glass-floored balcony section that allows you to admire the stained-glass windows or watch the commotion below while eating the famous pasteis de bacalhau - a fried A4 size pasty full of shredded salt cod, or sandwiches with gravity defying amounts of ham/salami/mortadella/cheese, etc. Not very good on veg, but there is a more conventional market across the road which sells live animals.
Rua da Cantareira - Metro São Bento (turn right and go down the hill to 25 de Março, then turn left).
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