It is called a dust devil. No, it is not a vacuum but a strong, well-formed, and relatively long-lived whirlwind.
They are comparable to tornadoes, both are a weather phenomenon involving a vertically oriented rotating column of wind.
Dust devils form as a swirling updraft under sunny conditions during fair weather, rarely coming close to the intensity of a tornado.
Dust devils are usually harmless, but can on rare occasions grow large enough to pose a threat to both people and property.
The weather phenomenon has been implicated in around 100 aircraft accidents with some fatal consequences.
The dust devils can also produce radio noise and electrical fields greater than 10,000 volts per meter.
The phenomenon picks up small dirt and dust particles. As the particles whirl around, they bump and scrape into each other and become electrically charged.
Dust devils also occur on Mars and were first photographed by the Viking orbiters in the 1970s.
In 1997, the Mars Pathfinder lander detected a dust devil passing over it.
It appears Bristol and Mars have something in common.
It was reported that no illegal aliens were blown into Bristol from Mars — satire.
This video was taken by a WFSB follower and posted on their Facebook Page.