<mx:series>
        <mx:CandlestickSeries>
        <mx:boxStroke>
            <mx:Stroke weight="1" color="black"/>
        </mx:boxStroke>
        </mx:CandlestickSeries>
    </mx:series>

One thing not mentioned in the Flex CandlestickSeries documentation is how to change the border colour of each candlestick. So you end up with a horrible orange border by default. This can be removed with the boxStroke tag.