I believe this footage derives from their 1915 film, The Whirl of Life, but I have not yet confirmed this. The gentleman who kindly placed this video on youtube, Sonny Watson, appears to have chosen music to accompany the otherwise silent clip. Mr. Watson has a website that is worth investigating, called Street Swing.
The featured image from this post was found in the Castle’s book Modern Dancing, published in 1914. The book can be found at the Library of Congress.