I guess this is called a sun pillar, so glad I saw it. It was beautiful. According to Wikipedia, this is what it is:
Sun pillars are beams of light that extend vertically upward (or downward) from a bright light source, such as the sun or another bright light low on the horizon. They can be 5 to 10 degrees tall and sometimes even higher. They might lengthen or brighten as you gaze at them.
They’re beautiful and wondrous. They’re also the source of some UFO reports!