More on getting permission to shoot on private property--
Before shooting in an indoor marketplace like that I would want to secure written permission from three sources:
1. the building's owner
2. the shopkeeper/tenant
3. everyone I wanted to photograph
If I could not get written permission from all of the above, I wouldn't do the shoot. Period.
Assuming I could get the necessary permissions, I would place clearly visible notices at all entrances to the building that photography is taking place on the premises, that patrons may be asked to sign release forms prior to being photographed and that no photograph will be taken of them without their prior permission. Finally, I would also take out liability insurance, just to be safe.
All not need to shot there.