You must be talking about the Annie Lytle (Public School No. 4).
Amazingly, Jacksonville does have a historic market that's open 7 days a week. Bascially, most of the urban core stuff outside of the official CBD still exists.
The Jacksonville farmer's market has been located about a mile outside of downtown since 1938. A nearby seafood plant called Beaver Street Fisheries purchased the site years ago for future expansion, but decided to keep the market open for the good of the surrounding community. Beaver Street finally expanded about four years ago. They built three new metal sheds next door and tore the historic market sheds down to make way for their expanded plant. Here are a few images from a couple of weeks ago.
The architecture is nothing special but its still a cool place to spend time in if you're in the urban core.