Strutton Ground Market
Strutton Ground Market is a small outdoor street market in the St James's area of the City of Westminster. It takes place on Strutton Ground. Licences to trade are issued by Westminster City Council. The market is located on a narrow cobbled street, Strutton Ground, between Victoria Street and Greycoat Place/Great Peter Street.

Strutton Ground Market is a small outdoor street market in the St James's area of the City of Westminster. It takes place on Strutton Ground. Licences to trade are issued by Westminster City Council. The market is located on a narrow cobbled street, Strutton Ground, between Victoria Street and Greycoat Place/Great Peter Street.
Check the official site before travelling; hours and prices can change.
More markets

Borough Market
London's defining food market — go early Saturday, eat your way around the perimeter.

Columbia Road Flower Market
Sunday-only flower market in the East End — 8 a.m. for choice, 2 p.m. for prices.

Maltby Street Market
Borough's smaller, scruffier sibling — railway arches, weekend only.
Source: wiki-list