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Not, when using normal plot styles. You can probably do it with graphical objects, but I would not consider that ideal (but that is my own opinion).
This may be a bit late to help the OP but as I came across this question while looking into Candles, maybe it might help the next fellow on a similar quest.
You can generate hollow candles to you heart's content if you take a gander at the article below. The article is really well done.
That is very interesting. Thank you for the reference.