An interlocking construction between an end cap and a retainer plate to support rollers in a load-carrying race is made to provide an endless circulating circuit with no gap to allow the rollers smoothly rolling through there with keeping adequate posture. The slider has a carriage, end caps, rollers rolling through a circulating circuit, a retainer plate extending along the load-carrying race to keep the rollers inside the load-carrying race, and a binding strip to fasten the retainer plate to the carriage. The retainer plate comes into connection with spigots extending out of the end caps. Lengthwise opposite ends of the retainer plate conform to ends of the spigots in a complementary relation to fit over the ends of the spigots in a sliding direction.