Setting
Like the rest of the Undermarket, this marketplace exists as an extra-planar entity that runs parallel to the mortal plane. It can be found underground, deep beneath Wing City. There are no streets or open skies to be found here, and neither police patrols, or access to vehicles are available.
Law enforcement is a near non-existent concept among the denizens of the Undermarket. Should trouble be found, there would be none to call for police assistance (provided you have a phone company that can provide you with service across dimensions), nor any means for police to respond. Hidden far from the view of the the city above, those who venture down into the Undermarket are on their own with nothing more than their wits and a bit of luck in this god forsaken place.
The Undermarket is beyond the reach of normal methods of access. The Undermarket can be entered via the secret entrance in the basement of Gambit's Bar, the Smuggler's Route, and a handful of other obscure points across Wing City. In addition to the established entrance points, numerous one-way exits spill out into the sewers and service tunnels of Wing City. When departing the Undermarket from one of these points there is no tangible change in one's surroundings or perception, but attempts to return the same way will be met with failure as one finds oneself lost in the service tunnels and sewers of Wing City.
RP notes: The best way to describe the Undermarket is as an extra-planar entity that is lain over-top of the sewers and service tunnels of Wing City with multiple points at which a crossover is possible. It is both physically present and not present at the same time. While it is possible for law enforcement to locate entrances to the Undermarket, the metaphysical nature of these entrances means they can be destroyed and new ones created to take their place should the denizens of the Undermarket discover that the police have gained access.