Nice has two main food markets. The most famous is located on the Cours Saleya and is open every day except Monday.
There is a second market - The Marche de Liberation - This market is located along the tram way. ThIs is where you will see most of the locals shopping. The produce is cheaper than the market at Cours Saleya, and here is where you will find wonderful fish stands. It's a very easy market to get to since it is right off the Tram. As you take the Tram north (away from the beach) you will see the stands near the old train station in Nice.
The Food Market at Cours Saleya is Nice largest and most famous, located just a block away from the Promenade des Anglais. The market is a mix of flower stands, local farmers, and stands that sell olives, olive oil, cheeses and meats.
Shown above is a stand with zucchini blossoms, a key ingredient to one of the signature dishes of Nice -- fried zucchini blossoms.
The Marche de la Liberation is located just a short ride on the Tram north of the train station. A few blocks north of the train station stop you will start to see the booths the Liberation Market. There is also a large indoor area with many stands which have fish, meat, cheese, vegetables and bread.
Another market to visit is the fish market in Place St Francois, also in the Old Town. There is a wide variety of fish to choose from the catch of the day, though be sure to arrive early for the best selection.