Wang says that the documentary series' market selection is based on one criterion: authenticity. These bazaars have evolved and are not as organized as commodity exchange centers or standardized vegetable markets. There are no uniform processes for stocking or selling; the items, mostly grown by farmers, escape the confines of industrialized production and do not undergo meticulous selection for display shelves at indoor supermarkets.

"We're filming nonstandardized bazaars and nonstandardized lives to remind everyone that people need to live among others and be in relationships, even if it's just the transactional relationships found in markets," Wang says. "I believe people should go out, meet others and experience love."

Market's Legends explores six vibrant bazaars across China: Feixian county, Linyi in Shandong province; Jiaodai town in Xi'an, Shaanxi province; Xinglong town in Wanning, Hainan province; Zaohua town in Shenyang, Liaoning province; Lancang county in Pu'er, Yunnan province; and Niufo town in Zigong, Sichuan province.

The documentary tries to highlight each market's unique blend of local characteristics, such as Shaanxi's carb-heavy delights, Hainan's fruit paradise and Sichuan's ancient town charm.

The production team also tries to find touching life stories that simultaneously happen among the vendors. Most of the stories recorded in the documentaries are said to be "impromptu scenarios".