The image shows the famous Khao Laam pudding. This sticky rice and coconut milk pudding is actually cooked inside a bamboo stick. The freshly cooked bamboo sticks appear quite dark and burnt out but, the vendor strips off the upper layer of the bamboo and gives it a neat appearance. The Khao Lhaam sticky rice pudding is basically a mixture of sticky rice, coconut milk and sugar. Black beans are sometimes added into the rice pudding mixture before it is cooked. Variations exist for the exact mixture that is put into the bamboo stick and most of these are vegetarian. However if you are very particular about eating only vegetarian food, get a confirmation from the vendor before buying the sticky rice in bamboo dish.
This delicious sticky rice dish is becoming rarer however, it can be quite easily found in provinces outside the main metropolitan cities of Thailand. You would generally get around 3 or at least 2 rice pudding bamboo sticks for around 3 U.S$. If you plan to take your sticky rice dish home, request the vendor to split open the bamboo for you. It might not be very easy or convenient to do it yourself. Get to see how this sticky rice in bamboo looks after it is split open and made ready to eat, images and details can be seen here http://www.thaifood.food-recipe-cooking.com/sticky-rice-in-bamboo-khao-laam-thai-food.htm