Market Harborough is located in an area which was formerly a part of the Rockingham Forest, a royal hunting forest used by the medieval monarchs starting with William I. Rockingham Road takes its name from the forest. The forest’s original boundaries stretched from Market Harborough through to Stamford and included the settlements at Corby, Kettering, Desborough, Rothwell, Thrapston and Oundle.

A market was established by 1204 and has been held on a Tuesday ever since 1221. Eventually this market lead to the modern name of Market Harborough. The trades people of Harborough had large tofts or farm yards at the rear of their property where goods were made and stored. Many of these yards remain but have been subdivided down their length over the years to give frontage to the High Street.

The centre of the town is dominated by the steeple of St. Dionysius Parish Church which rises directly from the street, as there is no church yard. It was constructed in grey stone in 1300 with the church itself a later building of about 1470. Next to the church stands the Old Grammar School, a small timber building dating from 1614. The ground floor is open, creating a covered market area and there is a single room on the first floor. It has become a symbol of the town. The nearby square is largely pedestrianised and surrounded by buildings of varying styles. The upper end of the High Street is wide and contains mostly unspoiled Georgian buildings.

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