Sudden sensation of Needles Poking.

Usually in Winters I have a sensation of numerous needles trying to poke out of my skin from within and this sensation comes at a very high degree. It usually happens when I'm out under Sun and at times when I'm engaged in a physical activity. This sensation only waves off when I remove my clothes and come in contact to something cold or itch really hard scratching all over my body. This has grown to an alarming degree as now even a minor stay outside causes an immense sensation and it becomes difficult to put under control with everyone around. I am not able to deal with this irritation. When this sensation occurs I have notices I get red patches on my body on places where the Needle Poking sensation occurs and this has now got me worried as it is affecting my lifestyle and work life really very bad. I bathe with cold water in Winter because it reduces the frequency of occurrence of this sensation but I wish to find a more sensible and permanent solution to this. Please Help