Velarium

A velarium ("curtain") was a type of awning used in Roman times. It stretched over the whole of the cavea, the seating area in the Colosseum, to protect spectators from the elements. Precisely how the awning was supported is a matter of conjecture.

The velarium that covered the Colosseum in Rome provided both shade and slight protection from rain, although the main use of the velarium was to create a ventilation updraft, creating circulation and a cool breeze.

...
Wikipedia