Like any public market, most of the action happens in the morning. By the afternoon, there are only a few items left. I personally like to visit public markets of places I go to just to see what is available in the local area.
You can buy a lot of snacks around this strip - I got ohagi and some rice/bean cakes.
You can see great cuts of meat, lots of seafood, and just a lot of food in general. There's also a grocery near the entrance, which sells the usual packed meals and other supermarket items.
Even if you're not into markets, try to take a walk from Kokura station to here (via the arcade) just to have a feel of the place. It's on the way to Kokura castle by foot anyway.