This atmospheric phenomenon occurs when there are low temperatures (below -15 C) and high humidity, which causes frozen ice crystals to form in the air.
Pillars of light on the horizon which takes the railway in the North of Russia
Light from things like street lamps and car headlights then get reflected in them, forming these "pillars" of light.
These frozen multicolored 'searchlight' beams can be observed during the cold times of the year in various parts of Russia, from St. Petersburg to the Far East.
Have you ever seen anything like it?