In this paper, we analyze prices of seven major agricultural commodities produced in the state of Haryana, viz. paddy, wheat, maize, bajra, mustard, cotton and potato and test if markets are integrated. Using Philips and Sul (2007) method to test market integration, we find that markets for four of these crops, paddy, maize, mustard and potato are completely integrated with one another. For wheat and cotton, our results show that there is one standalone market and all other markets are well integrated. Bajra is the only crop where markets are not integrated. Comparing markets in Haryana with rest of India, our results show that in Haryana, markets are much more well integrated compared to other states for all crops except bajra. One consistent pattern we note across almost all crops (except paddy and wheat) is that they are sold at prices much below announced MSPs. Our results point towards the need for interventions targeting market infrastructure like warehousing and cold storages for crops and markets which are not integrated or receive prices below announced MSPs.