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Story's genre: Alternate history.
Setting: Frederick, Maryland, during the first decade of the twentieth century.
Author's request: "I'd like to know whether a candy store existed in Frederick during the first decade of the twentieth century. If so, what sort of candy did it sell?"
Type of research: Digital research. Exclude subscription databases.
Frederick did indeed have a candy store at the beginning of the twentieth century: Dutrow Confectionery at 31 Market Street. I've found an article reproducing a 1901 advertisement that lists some of the candies the shop carried. The article also reproduces a photo of the shop's soda fountain. Elsewhere, I was able to find historical photos showing candies in the shop windows at Christmas and Easter. See the attached page.
If there are any particular aspects of the shop that you'd like to know more about – the owner, the shop's activities, images, street maps, and so forth – I can do my best to find out more. I have access, through a subscription database, to issues of a Frederick newspaper between 1910 and 1913; there's a good chance the newspaper will have references to Dutrow's (which stayed in business till 1915). Another subscription database I have access to holds a 1915 business directory from Frederick County that may or may not include an ad from Dutrow's. The free web is also likely to have more information on Dutrow's than I've turned up during this short search, though I think I've found all the references on the free web to the candy at Dutrow's. And if you'd like me to find more information on typical candies during this period, I can certainly search for that.
On the other hand, if this is all you need, do let me know if this information was of help to you.