Bristled caterpillar?

[graak]

Hi, In the marsh today I found on a milkweed a small caterpillar 2cm at
most. Yellow and black bristles covered the body like intertwined fingers
making an 'X'. In a ring around the body, there were black and white
bristles, with two black ones sticking up at the tail(?). The 'bristles'
were very soft so maybe 'hairs' would be a better description. Any
suggestions or help would be much appreciated.
Tana
Ontario
BTW my Argiope aurantia got eaten today:-( it's wasn't a butterfly but I
liked it anyway.