Stand of sweets in the Christmas Market of Piazza Navona square in Rome, Italy. Once Piazza Navona was the site of the local market, but in the middle in 1870 this last was moved to Campo de’ Fiori, and that of Piazza Navona became the ultimate Christmas Market in Rome! Built on the site of the Stadium of Domitian in the 1st century AD, piazza Navona follows the form of the open space of the stadium. Piazza Navona was transformed into a highly significant example of Baroque Roman architecture and art during the pontificate of Innocent X, who reigned from 1644 until 1655, and whose family palace, the Palazzo Phillipa, faced the piazza.