Quick answer, a tussock moth caterpillar.

Thank you.

I thought Vapourer, same shape caterpillar but different colour.

I wondered about the colour - does the caterpillar colour depend on the variety of moth?

Yes. Different species of Tussock moths have caterpillars of varied appearances (colors included) though the species differences in appearance are more striking in the immature form than the adult. The Tussock moth most well known in the US is that great destroyer of forests, the Gypsy Moth. Note, as I try to type colour my spell checker opts for color, just so you know that I try.