Freight cannot be bought on the market. Freight can be transmitted via region by a street connected neighbor overproducing. The trucks from that city will automatically go directly to your Commercial buildings. Freight Warehouse is counter-productive because freight does not move between warehouse and Commercial buildings.
However, you might be misled by the message. Commercial buildings will abandon for lack of selling 100% of goods, and then will complain for lack of freight. Freight is a bonus like tourist souvenirs, and freight arriving at commercial buildings is not essential for preventing abandonment. Reduce/spread Commercial buildings until all goods are sold each 5 AM.
More information: http://imgur.com/a/1vnxM