The only way I can think of is to use a spot light with fog. add/edit the spotlight, then go to photoview 360,
and add fog to the light.
I hope this hopes,
Here is what I started with;
I drew a cone and shelled it to .001 thick added heavy rippled glass and added some color to it so it has a little depth effects - My background could be better to highlight the spray, but I think you probably want it subtle - there but be able to see through..
The only thing I would change or add is the bottom edge of the cone I would scallop or make wavy, to break up the perfect line, which should give it a little more realistic look.
After applying the Glass material - edit the appearance, there you can add the color and adjust the direction and wrapping of the material pattern....
Another way which might even be better and that is take a picture of the spray and add that to your cone, however you would need to change the transparency - upload a picture if you have it