Recently a two-dimensional chiral fluid was experimentally demonstrated. It was obtained from cubic-shaped hematite colloidal particles placed in a rotating magnetic field. Here we look at building blocks of that fluid by analyzing short hematite chain behavior in a rotating magnetic field. We find equilibrium structures of chains in static magnetic fields and observe chain dynamics in rotating magnetic fields. We find and experimentally verify that there are three planar motion regimes and one where the cube chain goes out of the plane of the rotating magnetic field. In this regime we observe interesting dynamics-the chain rotates slower than the rotating magnetic field. In order to catch up with the magnetic field, it rolls on an edge and through rotation in the third dimension catches up with the magnetic field. The same dynamics is also observable for a single cube when gravitational effects are explicitly taken into account.