A setup has been designed to investigate thin films of confined liquids with the use of X-ray scattering methods. The confinement is realized between the flat culets of a pair of diamonds by positioning and orienting the lower diamond with nanometer and micro radian accuracy. We routinely achieve gaps between 5 and 50 nm at culet diameters of 200 μm. With this setup and a micro focused X-ray beam we have investigated the in-plane and the out-off-plane atomic order of benzene with atomic resolution.