I sampled some sparkler candles today. These are narrow cylinders 2.5 mm across and 17 cm long. They burn just like regular candles, but they also sparkle intermittently and relight when blown out. I just had to investigate this strange pyrotechnic device.
So I scraped the wax off one of the candles and found some gray flakes (fairy dust!) surrounding the wick. The material could be seen through the thin layer of wax along the entire length of the candle. The sparkling effect suggests that the flakes are metallic. They should also have a low heat capacity and autoignition point, so that even after the flame appears to be extinguished, they are warm enough to continue burning and light the candle again. What are these metallic flakes? I burned a candle to find out.
The white sparks of light were reminiscent of burning magnesium. Magnesium burns at or above 473 °C (883 °F), which is more than sufficient to ignite the paraffin vapor streaming away from a recently-extinguished candle wick.
Other metals could be added for a variety of spark colors.