Mayflies. Ephemeroptera.

Mayflies are relatively primitive insects and exhibit a number of ancestral traits that were probably present in the first flying insects, such as long tails and wings that do not fold flat over the abdomen. Their immature stages are aquatic fresh water forms (called "naiads" or "nymphs"), whose presence indicates a clean, unpolluted environment. Adults (or imagos) have short, flexible antennae, large compound eyes, three ocelli and non-functional mouthparts. -Wikipedia.
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