I should have added that I wrote a hansl-script doing this job (see below). Since gnuplot-version  v.4.?. one can use the "set style data boxplot" environment, and does not necessarily have to rely on the candlestick-framework, as currently implemented in gretl.

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function void write_boxplot (string ttitle,
    string ylabel,
    scalar ymin,
    scalar ymax,
    matrix Y)
   
    string tmpfname = "boxtmp.gp"
    win = $windows
    if win == 1
        sprintf tmpfile "@dotdir\@tmpfname"
    else
        sprintf tmpfile "@dotdir/@tmpfname"
    endif
    set force_decpoint on
   
    outfile "@tmpfile" --write
    printf "set encoding utf8\n"
    printf "set border 2 front linetype -1 linewidth 2.000\n"
    printf "set boxwidth 0.5 absolute\n"
    printf "set style fill solid 0.6 border lt -1\n"
    #printf "set style fill empty border lt -2 \n"
    printf "set nokey\n"
    printf "set pointsize 0.5\n"
    printf "set style boxplot outliers pointtype 7\n"
    printf "set style data boxplot\n"
    printf "set xzeroaxis lw 3 lt -1\n"
    printf "set grid lw 5\n"
    #    printf "set xtics border in scale 0,0 nomirror norotate  offset character 0, 0, 0 autojustify\n"
    #    printf "set xtics norangelimit\n"
    printf "unset xtics\n"
    #printf "set xtics ()\n"
    #printf "set xtics nomirror\n"
    #printf "set ytics border in scale 1,0.5 nomirror norotate offset character 0, 0, 0 autojustify font ',20'\n"
    printf "set ytics nomirror font ',20'\n"
    printf "set yrange [%.3f:%.3f]\n", ymin, ymax
    printf "set title '@ttitle' font ',20'\n"
    printf "set ylabel '@ylabel'\n"
    printf "set datafile missing 'nan'\n"
    printf "plot '-' using (1):2\n"
    loop t=1..rows(Y) --quiet
        printf "%d %g\n", t-1, Y[t]
    endloop
    printf "e\n"
    outfile "@tmpfile" --close
    printf "set force_decpoint off\n"
end function