Protestors looked above them to see an object flashing red and blue lights. People in the crowd claim that it was definitely not a helicopter or a camera... they claim that it included, "five extended tendrils or pylons emanating from the body of the vehicle."
Government officials claim that it may have been a spy drone or news media camera filming the protests. It is important to note that simply because it was a UFO doesn't mean it was extraterrestrial...
You can see the video of the object by googling "Russian UFO".