With the acceleration of urbanization and the growth of transportation demands, the safety of vulnerable road users (VRUs, such as pedestrians and cyclists) in mixed traffic flows has become increasingly prominent, necessitating high-precision and diverse trajectory data to support the development and optimization of autonomous driving systems. However, existing datasets fall short in capturing the diversity and dynamics of VRU behaviors, making it difficult to meet the research demands of complex traffic environments. To address this gap, this study developed the OnSiteVRU datasets, which cover a variety of scenarios, including intersections, road segments, and urban villages. These datasets provide trajectory data for motor vehicles, electric bicycles, and human-powered bicycles, totaling approximately 17,429 trajectories with a precision of 0.04 seconds. The datasets integrate both aerial-view natural driving data and onboard real-time dynamic detection data, along with environmental information such as traffic signals, obstacles, and real-time maps, enabling a comprehensive reconstruction of interaction events. The results demonstrate that VRU\_Data outperforms traditional datasets in terms of VRU density and scene coverage, offering a more comprehensive representation of VRU behavioral characteristics. This provides critical support for traffic flow modeling, trajectory prediction, and autonomous driving virtual testing. The dataset is publicly available for download at: https://www.kaggle.com/datasets/zcyan2/mixed-traffic-trajectory-dataset-in-from-shanghai.