Looking on the internet deeply has found these results:

at the market is the most popular phrase on the web.

in the market 131,000,000 results on the web	at the market 1339,000,000 results on the web More popular!
Some examples and use cases from the internet:	Some examples and use cases from the internet:
It doesn't look like this phrase is very popular! The search could not find any examples on the internet.	The guy I met at the market a few months ago. If she wants to stay there, she can work as an employee at the market. I could give you a job down at the market. This is something new I found at the market. I'm at the market, working one of the registers. I used to sell chicks and rabbits at the market. We met outside at the market sometime ago. The two women initially occupied themselves with organising seminars, including cookery demonstrations at the market.

in the market

131,000,000 results on the web

at the market

1339,000,000 results on the web

More popular!

It doesn't look like this phrase is very popular! The search could not find any examples on the internet.

The guy I met at the market a few months ago.
If she wants to stay there, she can work as an employee at the market.
I could give you a job down at the market.
This is something new I found at the market.
I'm at the market, working one of the registers.
I used to sell chicks and rabbits at the market.
We met outside at the market sometime ago.
The two women initially occupied themselves with organising seminars, including cookery demonstrations at the market.