diff --git a/tastytrade/dxfeed/candle.py b/tastytrade/dxfeed/candle.py
index 6e36e36..73cb4a7 100644
--- a/tastytrade/dxfeed/candle.py
+++ b/tastytrade/dxfeed/candle.py
@@ -1,18 +1,20 @@
 from decimal import Decimal
 from typing import Optional
 
-from .event import Event
+from pydantic import Field, computed_field
 
+from .event import IndexedEvent
 
-class Candle(Event):
+ZERO = Decimal(0)
+
+
+class Candle(IndexedEvent):
     """
     A Candle event with open, high, low, close prices and other information
     for a specific period. Candles are build with a specified period using a
     specified price type with data taken from a specified exchange.
     """
 
-    #: transactional event flags
-    event_flags: int
     #: unique per-symbol index of this candle event
     index: int
     #: timestamp of the candle in milliseconds
@@ -21,14 +23,6 @@ class Candle(Event):
     sequence: int
     #: total number of events in the candle
     count: int
-    #: the first (open) price of the candle
-    open: Decimal
-    #: the maximal (high) price of the candle
-    high: Decimal
-    #: the minimal (low) price of the candle
-    low: Decimal
-    #: the last (close) price of the candle
-    close: Decimal
     #: the total volume of the candle
     volume: Optional[Decimal] = None
     #: volume-weighted average price
@@ -41,3 +35,40 @@ class Candle(Event):
     imp_volatility: Optional[Decimal] = None
     #: open interest in the candle
     open_interest: Optional[int] = None
+    # these fields will not show up in serialization
+    raw_open: Optional[Decimal] = Field(validation_alias="open", exclude=True)
+    raw_high: Optional[Decimal] = Field(validation_alias="high", exclude=True)
+    raw_low: Optional[Decimal] = Field(validation_alias="low", exclude=True)
+    raw_close: Optional[Decimal] = Field(validation_alias="close", exclude=True)
+
+    @computed_field
+    @property
+    def open(self) -> Decimal:
+        """
+        the first (open) price of the candle
+        """
+        return self.raw_open or ZERO
+
+    @computed_field
+    @property
+    def high(self) -> Decimal:
+        """
+        the maximal (high) price of the candle
+        """
+        return self.raw_high or ZERO
+
+    @computed_field
+    @property
+    def low(self) -> Decimal:
+        """
+        the minimal (low) price of the candle
+        """
+        return self.raw_low or ZERO
+
+    @computed_field
+    @property
+    def close(self) -> Decimal:
+        """
+        the last (close) price of the candle
+        """
+        return self.raw_close or ZERO
diff --git a/tastytrade/dxfeed/event.py b/tastytrade/dxfeed/event.py
index 37912bf..e43c86f 100644
--- a/tastytrade/dxfeed/event.py
+++ b/tastytrade/dxfeed/event.py
@@ -6,8 +6,19 @@
 from tastytrade import logger
 from tastytrade.utils import TastytradeError
 
+REMOVE_EVENT = 0x2
+SNAPSHOT_BEGIN = 0x4
+SNAPSHOT_END = 0x8
+SNAPSHOT_MODE = 0x40
+SNAPSHOT_SNIP = 0x10
+TX_PENDING = 0x1
+
 
 class Event(BaseModel):
+    """
+    Base class for dxfeed events received from the data streamer.
+    """
+
     #: symbol of this event
     event_symbol: str
     #: time of this event
@@ -47,6 +58,40 @@ def from_stream(cls, data: list) -> List["Event"]:
             try:
                 objs.append(cls(**event_dict))
             except ValidationError as e:
-                # we just skip these events as they're generally useless
-                logger.debug(e)
+                # we just skip these events as they're generally not helpful
+                logger.debug(f"Skipping event due to error: {e}")
         return objs
+
+
+class IndexedEvent(Event):
+    """
+    A dxfeed `IndexedEvent` with flags computed bitwise.
+    For info see `here <https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/IndexedEvent.html>`_.
+    """
+
+    #: flags for the event
+    event_flags: int
+
+    @property
+    def pending(self) -> bool:
+        return self.event_flags & TX_PENDING != 0
+
+    @property
+    def remove(self) -> bool:
+        return self.event_flags & REMOVE_EVENT != 0
+
+    @property
+    def snapshot_begin(self) -> bool:
+        return self.event_flags & SNAPSHOT_BEGIN != 0
+
+    @property
+    def snapshot_end(self) -> bool:
+        return self.event_flags & SNAPSHOT_END != 0
+
+    @property
+    def snapshot_mode(self) -> bool:
+        return self.event_flags & SNAPSHOT_MODE != 0
+
+    @property
+    def snapshot_snip(self) -> bool:
+        return self.event_flags & SNAPSHOT_SNIP != 0
diff --git a/tastytrade/dxfeed/greeks.py b/tastytrade/dxfeed/greeks.py
index 5036b7d..2ee7a3f 100644
--- a/tastytrade/dxfeed/greeks.py
+++ b/tastytrade/dxfeed/greeks.py
@@ -1,9 +1,9 @@
 from decimal import Decimal
 
-from .event import Event
+from .event import IndexedEvent
 
 
-class Greeks(Event):
+class Greeks(IndexedEvent):
     """
     Greek ratios, or simply Greeks, are differential values that show how the
     price of an option depends on other market parameters: on the price of the
@@ -13,8 +13,6 @@ class Greeks(Event):
     portfolio has a risky sensitivity in this parameter.
     """
 
-    #: transactional event flags
-    event_flags: int
     #: unique per-symbol index of this event
     index: int
     #: timestamp of this event in milliseconds
diff --git a/tastytrade/dxfeed/theoprice.py b/tastytrade/dxfeed/theoprice.py
index ce9ba87..a9c647c 100644
--- a/tastytrade/dxfeed/theoprice.py
+++ b/tastytrade/dxfeed/theoprice.py
@@ -1,9 +1,9 @@
 from decimal import Decimal
 
-from .event import Event
+from .event import IndexedEvent
 
 
-class TheoPrice(Event):
+class TheoPrice(IndexedEvent):
     """
     Theo price is a snapshot of the theoretical option price computation that
     is periodically performed by dxPrice model-free computation. dxFeed does
@@ -12,8 +12,6 @@ class TheoPrice(Event):
     this event.
     """
 
-    #: transactional event flags
-    event_flags: int
     #: unique per-symbol index of this event
     index: int
     #: timestamp of this event in milliseconds
diff --git a/tastytrade/dxfeed/timeandsale.py b/tastytrade/dxfeed/timeandsale.py
index 256366e..3cab451 100644
--- a/tastytrade/dxfeed/timeandsale.py
+++ b/tastytrade/dxfeed/timeandsale.py
@@ -1,9 +1,9 @@
 from decimal import Decimal
 
-from .event import Event
+from .event import IndexedEvent
 
 
-class TimeAndSale(Event):
+class TimeAndSale(IndexedEvent):
     """
     TimeAndSale event represents a trade or other market event with a price,
     like market open/close price. TimeAndSale events are intended to provide
@@ -13,8 +13,6 @@ class TimeAndSale(Event):
     correction/cancellation processing.
     """
 
-    #: transactional event flags
-    event_flags: int
     #: unique per-symbol index of this time and sale event
     index: int
     #: timestamp of the original event
diff --git a/tastytrade/dxfeed/underlying.py b/tastytrade/dxfeed/underlying.py
index ab5197c..97991bd 100644
--- a/tastytrade/dxfeed/underlying.py
+++ b/tastytrade/dxfeed/underlying.py
@@ -1,9 +1,9 @@
 from decimal import Decimal
 
-from .event import Event
+from .event import IndexedEvent
 
 
-class Underlying(Event):
+class Underlying(IndexedEvent):
     """
     Underlying event is a snapshot of computed values that are available for
     an option underlying symbol based on the option prices on the market. It
@@ -11,8 +11,6 @@ class Underlying(Event):
     corresponding values on the market at any given moment of time.
     """
 
-    #: transactional event flags
-    event_flags: int
     #: unique per-symbol index of this event
     index: int
     #: timestamp of this event in milliseconds