Train to Madrid after landing in Barcelona on the same day

Lovemaxie,
You can certainly take the AVE to Madrid on the same day of arrival, if you so choose to.

Are you skipping Granada & Córdoba?

You can visit Córdoba from Sevilla, as a day trip, but you may consider spending at least a couple of nights in Granada.

Traveling to Granada as a day trip, from Sevilla, is not a good idea due to its distance; three hours each way!

Enjoy your trip!

I appreciat trying to get to the next stop quickly, but if there are any flight delays, you may miss the train and set yourself up for expenses and delays (trying to book available seats last minute). I suggest an overnight in Barcelona to get over a bit of that jet lag. I assume that you have your flights booked? If not, check for arriving one city departing another.

I second Maria's reply. FYI, the last train departure from downtown Madrid to Barcelona is about 9:20 p.m. and the first one on Monday morning is just before 6 a.m. The full fare that you'd likely pay for last-minute tickets is about $120 per person in Tourist (2nd) class. I'd plop into bed upon arrival in Barcelona and get an early start (whatever is early for you) the next day. Then you could book deeply discounted advance-purchase train tickets with more confidence. Check for these at the end of July or start of August.

Next time fly open jaw; we have been doing that for 35 years and it saves time and money and avoids this kind of dilemma.

If the last train to Madrid is at 9 or later and your ETA is 5 I would still risk it. You waste a day by staying ovenright in Barcelona. This is not without risk, but is IMHO a reasonable risk.

What time do you fly out on the 19th?
I would try to organise like this ...

October
01. 17:00 Arrive Barcelona (5N)
06. Fly to Granada (3N)
09. Train to Seville (5N)
- days to Cordoba & Jerez
14. Train to Madrid (5N)
- days to Toledo & Segovia
19. Train to Barcelona for flight home

I missed something. Why are you not flying directly to Madrid? Seems a waste of time and money to fly into Barcelona and train to Madrid and then back track to Barcelona again. Since you are already at the airport, consider one of the discount airlines to Madrid.

Thank you for all your replies. We bought round trip tickets at a price too good to pass. Open jaw tickets would have made much more sense for the trip planing. Oh well, it is too late I will definitely consider David's suggestion. We are flying out of BNC at 7 am on 10/19. So we do have to return to Barcelona the day before.
I also like the idea of flying into Madrid after landing in BCN. We did the Rick's best of Europe tour in 2013 ant had a great trip. This time, we would like to slow it down a little bit and not move around as much. We are not big museum fans, 1 or 2 of museums on the trip is enough for us. We mostly enjoying good food, going to local markets and just wandering around in a new city. We spent 2 days in Barcelona last trip and loved it . We promised to return later and to rent an apartment so we can cook with all the fresh seafood spain has to offer.
Any one has any suggestions on area/apartments to stay near local markets in the 3 cities ( Barcelona, Madrid, Seville).
You are are so helpful!

Stay at the airport overnight, and head out first thing in the morning. I'd suggest to Granada.
October
01. 17:00 Arrive Barcelona. Stay Airport (1N)
02. Early flight to Granada (3N)
VY2010 dep 07:20 / arr 08:50
05. Train to Seville (5N)
- days to Cordoba & Jerez
10. Train to Madrid (5N)
- days to Toledo & Segovia
15. Train to Barcelona (4N)
19. Depart Barcelona

Edit: deleted (can't imagine what train schedule I was looking at - sorry).

Aside from the uncertainty of what time you'll get to the train station on arrival in Barcelona, arriving in Madrid late at night may be a problem if you're staying in an apartment and not a hotel.

Oops Chani. Barcelona to Sevilla about 5hr 35min by train. Barcelona to Madrid about 2hr 45min.

I haven't been yet but have done a lot of planning. There are Airbnb apartments close to the Anton market in Madrid. There is metro below, and not far to Atocha Train station for those links from and to 'wherever' but particularly Seville and Barcelona. I chose a place closer to the Prado in the Barrio de Lettres area as my focus is the museums and access to the Park (as well as the train). That area might have appeal, but the Anton Market is further away.
For Seville, VEO apartment company had some apartments close to the market near the 'Mushroom'.
Can't recommend for Barcelona, as I had a specific neighbourhood in mind - all about the Modernista architecture.
One thing I read recently, is that there are a number of places that call themselves 'markets' but are really more like upscale food courts. Check what each is before you move into the 'hood.

@David, your itenary makes a lot of sense. I just have to decide whether I want to include Granada in the trip or not. I would like to take a more relaxed approach this trip and not move around too much. Each time packing and unpacking will cost a day. I will definitely consider your suggestion.
@Bill, thank you for your detailed explanation of complexity of taking train vs. plane in the airport.
@maria, I will definitely look into the areas you suggested.
You guys are all awesome

The Alhambra in Granada is pretty spectacular, and it's the number one sight in all of Spain for a very good reason. Do your online research and see if you can't help including it.