Having visited a few years ago and enjoyed the experience, i'm sad to inform this is no more, very very expensive - £4.99 for a packet of 5 yes 5 German biscuits... over £5 for most food and most of the stalls are food based,i found the 'authentic' bratwurst sausage stalls very amusing as they were all serving very very mediocre bland bun / sausage combo not very appetising. Also the sweet stalls very selling ridiculously over priced cheap sweets (3 pieces of chocolate type nougat £5.60) All in all a real shame as Lincoln is a beautiful city.I overheard numerous people negativly commenting on their experience.

Alas it is now slowly losing its old worlde charm.
Lincoln Christmas market is becoming just an everyday market mostly selling takeaway food.
This is based on the last five years.