Sconce lighting in series
#1

I just had a new home built and had the builder pre-wire for 4 sconces in my game room. Now I want to install my own lights but am unsure on how to proceed. This is what I know about the existing wiring. Each box contains 2 black twisted together, 2 white wires twisted together, 2 ground wires twisted together and 2 red wires that are not connected. Presumably these outlets are wired to a swall switch. Using a basic electronic circuit tester I have determined that the black pair is hot, white is not, one red is hot and the other is not. The switch does not seem to have any change on the hot status of the black and red wires. This appears to be the same on all 4 boxes. If I connect the wires from my new light using black to black and white to white nothing happens.
Assuming the switch is properly installed, how should the light be connected to the existing wires described above.
Assuming the switch is properly installed, how should the light be connected to the existing wires described above.

#3
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You probably need to connect the red wires together and to the black wire for the light. You will also connect the white wires to white wire for the light and the ground wire to ground wire for the light.
However, to be absolutely sure, you need to examine the wiring for the switch, as John said.
However, to be absolutely sure, you need to examine the wiring for the switch, as John said.
#5
We need all the wires, not just the wires connected to the switch.
My guess (with incomplete information) would be to attach the black wire from each sconce to all the red wires in the box. Attach the white wire from each sconce to all the white wires in the box. Leave the two black wires connected to each other, but don't connect anything from the fixture to them.
And when you say "nothing happens", do you mean that the lights won't come on at all? Do the sconces have a local switch on them?
My guess (with incomplete information) would be to attach the black wire from each sconce to all the red wires in the box. Attach the white wire from each sconce to all the white wires in the box. Leave the two black wires connected to each other, but don't connect anything from the fixture to them.
And when you say "nothing happens", do you mean that the lights won't come on at all? Do the sconces have a local switch on them?
#6
Updated Switch info
The Switch resides in a gang box with 2 other switches. One switch which operates the Ceiling fan motor has 2 blacks attached to it. The third switch has a black and a red wire which operate the fan light. I did notice that the black wire which is connected to the sconce wiring switch is a pigtail from a gang of black wires (5 or 6 screwed together). There are also 4 white wires screwed together. Does that complete the picture?
#8
Answer to Last 2 questions
What I meant by nothing happens was that I did not get the light to come on. Bear in mind I only connected 1 light. The other 3 have nothing connected at this point. I presume I need to connect all 4 of them before flipping the switch. I'll try your suggestion in the morning and let you know what happened.
Thanks for your insight and patience.
Thanks for your insight and patience.