My sister and brother-in-law tell me it's probably what's known as a 'broccoflower', something I'd never heard of before! The vendors at the stand told us what they call it and we should have written it down because now we can't remember what they said.
I did some research and it turns out that there are actually two different vegetables referred to as broccoflower...something that actually IS a cross between broccoli and cauliflower and then our mystery vegetable, which is actually Romanesco broccoli. Romanesco broccoli is known for its fractal patterns that look like miniature pine trees. Amazing.
Now that I know what the heck it is, I might be brave enough to buy one if I see it again!