Sun dog
Sun dogs (also known as parhelion, mock Sun, phantom Sun) are bright, colored areas of light beside the Sun.
They usually appear around 22 degrees to the left and right of the Sun and at the same altitude above the horizon as the Sun.
What we see is a reflection of sunlight off the ice crystals in the clouds.
Sun dogs are more common when cold weather brings ice crystals into the atmosphere, however, they can occur anywhere in the world any time there are cirrus clouds.