Ever since the application of probe cars and instrumented vehicles for transport planning or driving behavioural studies, data collection in public road networks have become common. With the availability of Advanced Driver Assistance Systems (ADAS) and the advancing of Autonomous Vehicle (AV) deployment, more and more sensor-equipped vehicles will be available shortly and due to their dependency on accuracy data source, there can be a serious privacy concern on what data will be gathered and how privacy cannot be violated. An investigation is firstly needed to identify how those data can be used, such as surveillance, misbehaviour reporting and unauthorised large-scale data fusion. In this paper, based on the data collected by an instrumented vehicle, we examine the content of the data that can be collected by ADAS and AVs and compare them to other data collection techniques in public, including CCTV at intersections. This paper will finally propose measures to minimise the risk of privacy violation raised by ADAS and AVs.