This phenomenon is called "sun dogs", scientifically known as parhelium, or parhelia. It happens when flat, hexagonal ice crystals in high, cold cirrus clouds refract the sunlight. The ice crystals act as prisms, bending the light through each crystal with a minimum deflection of twenty-two degrees. If they are randomly organized, the reflections will "dog" the sun as a halo, but since the ice crystals usually sink in our atmosphere, they align vertically, refracting the sunlight horizontally. This creates the effect seen above, in this picture taken on a very cold morning somewhere between Beatrice, Nebraska and Marysville, Kansas. Yours truly had never seen sun dogs before moving to Kansas. Thankyou for sharing the picture, Cindy.