This colony of organisms is Synura, a member of the Golden or Chrysophyte algae, that I found in a water sample in the shallows of a reed swamp. Each member of the colony has a pair of unequal length flagellae (to fine to see at this magnification), whose constant beating sends the colony rolling and tumbling through the water. It's about a fifth of a millimetre in diameter. When high concentrations of Synura build up in water bodies they impart a fishy taste, posing a problem for the water industry.
A static image doesn't do justice to it, but the short video clip below gives a better impression of its constant movement.