Now I know how you electronics guys feel when you overhear a bunch of electricians trying to figure out something electronic
Please, don't touch mains wired shit wearing just socks. Wear shoes and use a wooden or fiberglass ladder. It's very unlikely that you'll get shocked standing on a wooden floor, but why risk it?
I'll go over the possible scenarios first:
Since this house is Victorian era in North America, there are a few ways the light could be wired and mounted. It could be knob and tube or romex (cloth covered) or BX (metal clad) with no ground. It could have been rewired in which case there is a ground. It could be mounted to a pancake box which is just screwed to the lath or the pancake could be mounted to a metal stud, or the pancake could be mounted to an existing gas lamp pipe which may or may not be grounded if still connected to the gas system. If there is one switch for this light, either the hot or the neutral could be switched, especially if parts the of the house were rewired over the years and the service upgraded. If there are two switches (3-way) and it's still the original wiring there is also the possibility that it's wired as a so-called "California" or "Chicago" 3-way, especially if the wiring is knob and tube. This type of three way switching takes a hot and neutral to each 3-way switch and feeds the light with either two hots (off), two neutrals (off) or a hot and neutral (on). This method was never allowed but was used a lot.
The lamp:
From your photo the lamp looks relatively new - less than 30 years old. The wiring in it is probably ok, but checking it with a volt meter attached to a known ground would be a good idea to see if there's voltage to the metal arms on the light. I would also check to make sure that each socket has it's paper cover under the candle cover. The paper should extend about 1/8" (4mm) above the outer casing of the socket and should cover the entire base of the bulb when screwed in. If someone used CFLs in the lamp, they may have removed the paper to get the CFL base to make contact, leaving the threaded part unguarded. It also looks like there's some kind of metal ring that goes in the top of the candlesticks for decoration. If that's the case and the paper is gone, you've got a lot of potential contact area exposed.
So there are two possible sources of shock - the metal arms of the fixture and the outer part of the socket. If checking to a known ground on the arms shows no voltage with the light on and off, check the threaded outer part of the socket to a known ground with the light on and off. If either test shows voltage with the light off, you have a switched neutral. If the metal arms show voltage in on or off, you have a short in the lamp or in the canopy.
It's also possible that the light is grounded, either because you have new wiring to it or because it's mounted to a gas pipe that's still connected to ground and that the hot and neutral are reversed, the threaded part of the socket is grounded and you touched the base of the bulb and the arm(s) of the light when screwing the bulb in. If that's the case, reversing the wires in the canopy should take care of the problem.
Whatever the case, you need to take measurements to a known ground. And wear some shoes next time