A working solution to the problem of thermal resource distribution in a building is demonstrated using a market-based systent In this system computational agents representing individual temperature controllers bid to buy or sell cool or warm air. They do so via a double-blind computerized auction which is moderated by a central computer auctioneer. The auctioneer sees to it that no agent buys resources for more than its bid and no agent sells resources for less than its bid. The market system has been implemented and runs on a regular basis as part of a building energy management system. Results show that the thermal auction leads to an equitable temperature distribution throughout the area under its control without incurring any extra costs such as excessive actuator movement.