Mobile devices play an essential role in the Internet today, and there is an increasing interest in using them as a vantage point for network measurement from the edge. At the same time, these devices store personal, sensitive information, and there is a growing number of applications that leak it. We propose AntMonitor-- the first system of its kind that supports (i) collection of large-scale, semantic-rich network traffic in a way that respects users' privacy preferences and (ii) detection and prevention of leakage of private information in real time. The first property makes AntMonitor a powerful tool for network researchers who want to collect and analyze large-scale yet fine-grained mobile measurements. The second property can work as an incentive for using AntMonitor and contributing data for analysis. As a proof-of-concept, we have developed a prototype of AntMonitor, deployed it to monitor 9 users for 2 months, and collected and analyzed 20 GB of mobile data from 151 applications. Preliminary results show that fine-grained data collected from AntMonitor could enable application classification with higher accuracy than state-of-the-art approaches. In addition, we demonstrated that AntMonitor could help prevent several apps from leaking private information over unencrypted traffic, including phone numbers, emails, and device identifiers.