It depends on what you mean exactly.
It would be "Je ne suis pas vendeur/vendeuse de baguettes, mais merci d'avoir demandé" or "mais merci de demander".
"vendeur" if the person saying that is a man, "vendeuse" if it's a woman.
"Merci d'avoir demandé" if the person asked, "merci de demander" if the person is asking.
Unless you're taking about someone who sells exclusively something that would be called "baguette" in French, this is a little awkward. "Baguette" is the word for a stick or rod, and stick shaped things (like magic wands, chopsticks, drumsticks, etc).
But when an English speaking person says "baguette", they are usually talking about stick shaped bread. In this case, you could say "Je ne suis pas boulager/boulangère" which means "I'm not a baker".