I was under the assumption that this wasn't achievable until your candy bag was upgraded to allow 4000 at once.
Turns out it is actually accumulative, so you don't need to have 4000 at one time, just have picked up 4000.
HOWEVER, any candy you pick up while maxxed (I was on 3000 for ages for example) do NOT count towards the total. Spend at least a thousand and you'll pop this in no time.