diff --git a/sdks/python/pmxt/client.py b/sdks/python/pmxt/client.py
index f44b4dfb..dba2f2d6 100644
--- a/sdks/python/pmxt/client.py
+++ b/sdks/python/pmxt/client.py
@@ -682,6 +682,7 @@ def load_markets(self, reload: bool = False) -> Dict[str, UnifiedMarket]:
 
         for market in markets:
             self.markets[market.market_id] = market
+            self.markets_by_slug[market.slug] = market
 
         self._loaded_markets = True
         return self.markets
diff --git a/sdks/python/tests/test_client.py b/sdks/python/tests/test_client.py
index 0b583516..5603df59 100644
--- a/sdks/python/tests/test_client.py
+++ b/sdks/python/tests/test_client.py
@@ -838,6 +838,7 @@ def test_load_markets_caches(self):
             "data": [
                 {
                     "marketId": "m1",
+                    "slug": "s1",
                     "title": "Cached",
                     "outcomes": [],
                     "volume24h": 0,
@@ -847,13 +848,17 @@ def test_load_markets_caches(self):
             ],
         })
         result1 = ex.load_markets()
+        markets_by_slug1 = ex.markets_by_slug
         assert "m1" in result1
+        assert "s1" in markets_by_slug1
 
         # Second call should not hit the API again
         ex._api_client.call_api.reset_mock()
         result2 = ex.load_markets()
+        markets_by_slug2 = ex.markets_by_slug
         ex._api_client.call_api.assert_not_called()
         assert result2 is result1
+        assert markets_by_slug2 is markets_by_slug1
 
     def test_load_markets_reload(self):
         ex = self._setup_exchange_with_response({
@@ -861,6 +866,7 @@ def test_load_markets_reload(self):
             "data": [
                 {
                     "marketId": "m1",
+                    "slug": "s1",
                     "title": "Orig",
                     "outcomes": [],
                     "volume24h": 0,
@@ -877,6 +883,7 @@ def test_load_markets_reload(self):
             "data": [
                 {
                     "marketId": "m2",
+                    "slug": "s2",
                     "title": "New",
                     "outcomes": [],
                     "volume24h": 0,
@@ -889,6 +896,9 @@ def test_load_markets_reload(self):
         result = ex.load_markets(reload=True)
         assert "m2" in result
         assert "m1" not in result
+        markets_by_slug = ex.markets_by_slug
+        assert "s2" in markets_by_slug
+        assert "s1" not in markets_by_slug
 
     # -- close --