The big Christmas market at Vörösmarty tér will only open tomorrow, but there are of course many more markets available in Budapest. One such market is located at Kalvin tér.
The market at Kalvin square has already been opened, so we visited the market earlier tonight. It is not the biggest one, but for those who visit Christmas markets to eat chimney cake, drink hot wine, eat sausage and maybe some bread langos or real langos, this market has it all (but not so much more). So, not the biggest market, but very cose and nice, not to crowded, and with cheaper prices than at the big market at the Vörösmarty square.
The market will be open until December 24th. Here you can find some pictures taken at the market. For more information about the Christmas markets in Budapest, visit this page.