When the attackers arrived at the scene, they opened fire and then drenched parts of the market with flammable liquid and set it alight, prosecutors say, according to TT.
Three of the dead appear to be minors, but the bodies have not yet been identified.
The market is the second largest in the country with around 26,000 visitors daily, according to the authorities.
The city is located about six miles from the capital, Mexico City.