We have been coming to the Christmas markets in Frankfurt each December for about 10 years. It is absolutely fabulous. Incredibly large spreading across the whole city. These markets get very busy so we try to pick the quieter times around 5-8pm. After 8pm, the market fills and it can get quite difficult with so many people. There are so many wonderful stores with hand crafted items, loads of Christmas decorations and great food stalls. For us, we always find the fried potato pancakes, the rindswurst sausage and the gluh-wein. You pay a small deposit when you buy the gluh-wein which you get when you return the cups. Alternatively, keep the Christmas inspired cup as a souvenir (which we always do.). There is nothing better than a short stay in Frankfurt when the markets are open. Highly recommended.