According to CBC News:
“Light pillars appear when either natural or artificial light bounces off ice crystals floating close to the ground. In this case, the air was so cold that ice crystals were forming in the air, reflecting the city’s street and business lights.”
The web developer and amateur photographer told Global News it was the third time that week she had seen the light pillars and took her camera outside to capture them.
“The sky all around us was lit up by these multicoloured pillars. I just looked outside around 11pm [Dec. 29, 2017] before heading to bed (as I almost always do) and noticed it these faint pillars and they kept getting brighter and brighter as more and more appeared all around. Finally went to bed around 1am. They were getting fainter. Woke up around 6am, I looked outside and they were still there.” [source]