Collective animal behaviour occurs at nearly every biological size scale, from single-celled organisms to the largest animals on earth. It has long been known that models with simple interaction rules can reproduce qualitative features of this complex behaviour. But determining whether these models accurately capture the biology requires data from real animals, which has historically been difficult to obtain. Here, we report three-dimensional, time-resolved measurements of the positions, velocities, and accelerations of individual insects in laboratory swarms of the midge Chironomus riparius. Even though the swarms do not show an overall polarisation, we find statistical evidence for local clusters of correlated motion. We also show that the swarms display an effective large-scale potential that keeps individuals bound together, and we characterize the shape of this potential. Our results provide quantitative data against which the emergent characteristics of animal aggregation models can be benchmarked.