Not sure about Indiana but, in general (using Florida as an example), you may need to get what some places call and “occupational license” or other places call a “business tax receipt” for conducting business in a certain city and/or county. If you sell in multiple locations that are not all in the same city or county, you may need business tax receipts for each one.
Depending upon exactly how things are structured (both with the municipalities and the farmers markets) you MAY already be covered if the farmers market has its own business tax receipt and the individual vendors are considered part of the market rather than separate, individual entities. It may even be that way at one market and then, in a different market, you may need to have your own business tax receipt.
To find out, contact the appropriate city and/or county tax collector. In many cases, they are available online and you can pay online and receive a printable receipt by email.