Where is the key to the guarded door?

So there's a locked door in the Tower on the Wall location that I can't find the key to. Whenever you go down the stairs and past the three hooded undead guys, you go down a ladder (or hole in the floor) and there's a guy with a halberd in that room. After killing him, you come across an iron bar door. It's locked, obviously. I've looked all over the wall, the Undead Settlement, and even the Road of Sacrifices. I sadly haven't gotten past there yet. Anyway, I was wondering if anyone could please explain to me how to get the key to that door. If you could tell me thank you so much.

EDIT: I'll try to be more specific. First, you start at the bonfire on the location called the Tower on the Wall in the High wall of Lothric level. You go down the stone stairs and when you look straight ahead, you will see a red Lothric Knight exiting through a door, and a hooded Hollow on the other side of the room. You kill the hollow, and go down the wooden stairs on his side. On the floor that those stairs lead to, there are two more hooded Hollows. You kill them and on the floor of that same room is a hole with a ladder leading down. Go down that ladder and there will be a tall Hollow with a Halberd. Once you kill him, in that SAME room, there is a door that is made of iron bars. It's locked. I need to know where the key is.