Definition of This little pig went to market from the Oxford Advanced Learner's Dictionary

 

This little pig went to market

 
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the first line of a traditional nursery rhyme which parents say to small children when counting their toes to amuse them. Each 'pig' is a toe, starting with the biggest. The full rhyme is:
This little pig went to market,This little pig stayed at home,This little pig had roast beef,This little pig had none,And this little pig cried, Wee-wee-wee-wee-wee,I can't find my way home.