No extra trains in rush hours but otherwise it is the same schedule as usual, i.e. every 20 mins.
The big market is at Katrinetorp next weekend, but there is a one day market at the castle tomorrow 10-17 (free entry). The market in the city (at the square called Gustav Adolfs Torg and on the short pedestrain street and bridge south of the square) is open 11-20. The castle market is probably more genuine than the city one.
And if you are hungry check out the food hall Malmö saluhall, which is close to the castle.Edited: 4:01 pm, December 02, 2017