no. people who 1) qualify for exchange subsidies and work for an employer that does not offer health insurance and 2) people who are currently uninsured may find it advantageous to buy insurance through the exchange (or marketplace) but there is no requirement to do so. the health reform law does include an individual mandate. if you do not have a qualified health insurance plan (or medicare or medicaid) you will be required to pay a penalty based on your income.
do you have to buy health insurance from the exchange?