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The original one that was linked to appears to be dead.
Candy Corn! Wiki tells me it's a US/Canada thing. It's my favourite Halloween candy. I ate 1.6 kg of it in like 3 days this year. :D
Candy corn is incredibly delicious and incredibly disgusting at the same time. That's basically all you need to know. It's probably pure sugar and preservatives.
Obviously, they are made from finely-ground troll horns, liquified and then solidified into its end shape (but not before bucketloads of sugar is diluted into it)