Snow tornadoes are so rare that only six have ever been captured on camera and very little is known about them.
These twisting columns of snow are closely related to waterspouts since they form over either frozen lakes or snow-covered areas.
For snow devils to occur, the necessary conditions include a colder air mass passing over a relatively warmer surface heated by sunlight, and a low-level wind shear (change of wind speed or direction with height) or colliding air currents to get the rising air to spin.
A warmer surface causes the snow or ice to form fog or steam, and if there is a column of colder, low-pressure air above this fog, it will begin to rise, and the wind shear or currents will cause it to rotate and begin to pick up loose snow forming the recognizable funnel shape.
Comment: Oooh! How lucky! Isn't it LOVELY! Be sure to completely ignore the implications of a phenomenon normally seen over the Arctic appearing in Southern England. Are we soon to expect trite media articles about the splendor of icebergs, complete with polar bears, floating down the Thames?! Oh look! how lovely and lucky we are to see polar bears on the Thames! Now we don't have to go to the zoo! {{triple facepalm}}