A slightly different version of the effect well-known to all Canadians:
https://www.youtube.com/watch?v=pvgefs7J1rY
https://www.youtube.com/watch?v=ZGjwe-BCfms
To get the water to freeze into snow mid-air, you have to start with boiling water. Cold water won't freeze in time. I've even heard of research involving using boiling water in snow-making machines.