Allergic to the cold or frost bite? Any suggestions?

Hi.
So I've had this happen twice now. The first time I walked a little over a mile when it was pretty cold in just jeans a few years ago and it felt like my  legs were burning and they were gonna fall off, and there were raised white bump things on the outside of my thighs. And then last night I was walking about a mile with my boyfriend because we got on the wrong bus. The same thing happened, that it felt like my legs were on fire, about to fall off and raised white bumps the outside of my thighs. I dont remember if it was itchy or not but I guess my mom, sister, and brother has had the same thing happen before. I took a warm bath and it was a little better but it still hurts, but it looks normal..... I was thinking minor frost bite? But I found some stuff that theres a way to be allergic to the cold or something?
Any suggestions on what this could be?

[Ang1992]

My skin is also very sensitive.....

[Paderla Anitha, DNB]

Hello and hope you are doing well.

It could be Hives, which  develop in response to an allergic reaction, by the release of histamine. The allergen can be medications, food, extremes of temperature, exercise and viral infections to name a few. Since you developed the outbreak after walking, the most likely cause would be Environmental triggers. So, therapy lies in avoiding the triggering factors and anti-histamines. Please consult your primary care physician for further evaluation.

Hope this helped and do keep us posted.