The Halo is quite large: its diameter is 44°. One need at least a 20mm lens on FX format.
The presence of ice crystals in the atmosphere makes it visible and it's fairly easy to spot.
A veiled sky or cirrus clouds in the sky is the typical scenario.
Update: What looked like a sun pillar must be some in-camera reflection: changing lens is still there but eventually I've taken some shot rotating the camera and the "light beam" from the sun rotates too.