This video was taken from the Solar Dynamics Observatory launch on February 11, 2010. This awesome sonic boom happens around the 1:30 mark of the video.
A sun dog is a prismatic bright spot in the sky caused by sun shining through ice crystals. The Atlas V rocket exceeded the speed of sound in this layer of ice crystals, making the shock wave visible from the ground. The announcer can be heard in the video saying, “The vehicle is now supersonic.”
Read more on Sun Dogs on wikipedia