A linear guide device used in various kinds of industrial machines such as machine tools generally has a constitution as shown in FIG. 63 to FIG. 65 and includes a guide rail 12, a slider main body 15, and two end caps 16.
The guide rail 12 is formed linearly and rolling element raceway surfaces (hereinafter referred to as “rail side rolling element raceway surface”) 13 are formed each by two on the left lateral surface 12L and the right lateral surface 12R of the guide rail 12 along the longitudinal direction of the guide rail 12.
The slider main body 15, together with the two end caps 16, constitutes a slider 14. Further, the slider main body 15 has two inner wall surfaces 15a (only one of them is illustrated in FIG. 64) opposing to the left lateral surface 12L and the right lateral surface 12R of the guide rail 12 respectively, and two rolling element raceway surfaces (hereinafter referred to as “slider side rolling element raceway surface”) 17 are formed respectively on the inner wall surfaces 15a. 
The slider side rolling element raceway surfaces 17 oppose to the rail side rolling element raceway surfaces 13 respectively, and rolling element load rolling channels 19 for rolling the rolling elements 18 in the longitudinal direction of the guide rail 2 are formed between the rail side rolling element raceway surfaces 13 and the slider side rolling element raceway surfaces 17 as shown in FIG. 65.
In the slider main body 15, rolling element return channels 20 (refer to FIG. 65) for returning rolling elements 18 after rolling through the rolling element load rolling channels 19 along with relative linear motion of the slider 14 (refer to FIG. 65) are formed in the slider main body 15. The rolling element return channels 20 are formed in the slider main body 15 along the longitudinal direction of the guide rail 12, and rolling element direction changing channels 21 in communication with the rolling element load rolling channels 19 and the rolling element return channels 20 are formed in each of the end caps 16 constituting, together with the slider main body 15, the slider 14 (refer to FIG. 65).
The rolling element direction changing channels 21 are bent substantially in a U-shaped configuration and, accordingly, the rolling elements 18 after rolling through the rolling element load rolling channels 19 and the rolling element return channels 20 are switched for the direction in the rolling element direction changing channels 21.
The rolling element 18 is formed into a cylindrical shape, and a separator 22 interposed between each of the rolling element 18 (refer to FIG. 65) is formed of a material softer than the rolling element 18 (for example, resin) in order to suppress the increase in the levels of vibrations and noises caused by collision between the rolling elements against each other.
By the way, in a case of assembling the linear guide device as described above, a slider 14 is assembled to a provisional shaft 23 simulating a guide rail, for example, as shown in FIG. 66, and rolling elements 18 and separators are assembled into the slider 14 from the end of the slider 14 not assembled to the provisional axis 23 to assemble the rolling elements 18 and the separators into the slider 14 and then the linear guide device is assembled.
However, since the operation is conducted in a narrow space upon assembling the rolling elements 18 and the separators 22 in the slider 14 by the method described above, it takes much time and labor for assembling the linear guide device. Further, since the rolling elements 18 and the separators 22 have to be assembled while confining the place where the rolling elements 18 and the separators 22 by a mirror, it takes much time and labor for the operation of assembling the rolling elements 18 and the separators 22. Further, upon assembling the rolling elements 18 and the separators 22 into the slider 14, the separators 22 sometimes turn down in the slider 14.