Jazz Starts at the Library Shows are free! No tickets are required. Held Monday through Friday during the Festival from 12 Noon to 1 PM. Shows are usually held outside weather permitting. Bring your lunch! The Central Library of Rochester and Monroe County opened in 1936 and is located in the heart of Downtown Rochester, NY, The library offers a large collection of books, (both print and electronic) magazines, music, movies, and more. 115 South Avenue Rochester, NY 14604-1896 (585) 428-7300 roccitylibrary.org/location/central