The National Weather Service explains that snow rollers "are extremely rare because of the unique combination of snow, wind, temperature and moisture needed to create them."
"They form with light but sticky snow and strong (but not too strong) winds," the NWS said. "Some snow rollers are formed by gravity (i.e. rolling down a hill), but in this case, the snow rollers were generated by the wind."
7NEWS photographer Major King also spotted snow rollers in Windsor Wednesday morning.