Glasses have liquid-like structure, but exhibit solid-like properties. A central question concerns the relation between the structure and mechanical properties of glasses, but structural changes remain difficult to resolve. We use a novel combination of rheology and x-ray scattering to resolve structural changes in colloidal glasses and link them directly to their mechanical behavior. By combining stress and structure factor measurements, we resolve shear induced changes in the nearest neighbor configuration as a function of applied stress, allowing us to elucidate the structural origin of the genuine shear banding transition of glasses.