Here is some information about both kinds of wax to help you decide which will work best for you.
All candle wax is non-toxic, and both types of wax emit some amount of soot. The difference between paraffin and soy is that the soot emitted by paraffin candles is generally darker than the soot emitted by soy wax candles. The amount of soot emitted is determined by the wick length and any disturbance to the flame.
Both soy and paraffin candles are safe to burn when made properly. Soy wax is considered more environmentally friendly because it is made from a renewable source, while paraffin is made from crude oil, which is not renewable.
Soy wax can produce frosting which is tiny crystal growth that forms on the top and sides of soy candles. Although paraffin candles don't frost, the wax can shrink as it cools and require a second or top fill.