I found out that there was a food market open until about 13:00 every day in Peniche. I looked for it and at first came across a bunch of farmers selling vegetables and fruit from vehicles in a car park.
At first I thought this was the market, but having not found fish or meat on sale I discovered a building about 50 metres away with a covered, permanent market area. It was similar to what I have previously seen in Cadiz. Downstairs were mainly greengrocers with a few butchers and a bar.
Upstairs were fishmongers selling freshly-landed fish. Interestingly there was no ice and I assume that they expected to sell their entire stock during their opening hours.
There was a very large variety of fish many of which I did not recognise. I assume that quite a few were not available further north in the Atlantic off the UK. Given my lack of Portuguese skills I did not trust myself to ask the right questions let alone give instructions for cutting or cleaning. Sadly I went to InterMarché where there was a less intimidating choice; it really pays to know the names of fish when abroad. I settled on some sea bream and a few slices of moray eel; grilled both and having never had moray eel before were surprised at how tender it was.
kevinwilson
Pro 
the produce looks very inviting.
probably wise not to pick a fish at random though!