From Nookipedia, the Animal Crossing wiki
Roman Candles are a type of handheld object given to the player by Tortimer or Isabelle during special events (such as the Fireworks Show or New Year's Eve) in town. They are similar in appearance to Sparklers, but unlike Sparklers, Roman Candles glow a certain color when activated and shoot out sparkles in the direction the player is pointing them.
To get more Roman Candles, the player can drop the ones already acquired and then ask for more from Tortimer. Using this, the player can fill their whole inventory with Roman Candles twice. After that, Tortimer will apologise to the player, claiming that he has run out of fireworks.