Imagine a quarter that is a sort of never-ending Spanish celebration, loud, happy, colorful, and you have La Latina Quarter. The scene is especially vibrant in the evenings and on weekends, mostly Sundays, from the early morning hours to the evening.
These hours of Sunday, are the same hours that the famous flea market, El Retro, opens. At the tapas bars with the excellent beers next to the market, Madrid locals spend their day resting, until the small hours of the night.
Most of the colorful entertainment happens between the two squares. The first is Plaza de la Paja, the main square of Madrid during the Middle Ages, and the second is Plaza de la Cebada, which is more like a street than a square.
So La Latina, the most crowded tapas bar area in Madrid, is a recommended place to go out. Many times it will end with local residents of Madrid, in the small hours of the night.