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The self-assembling process near the three-phase contact line of air, water and vertical substrate is widely used to produce various kinds of nanostructured materials and devices. We perform an in-situ observation on the selfassembling process in the vicinity of the three phase contact line. Three kinds of aggregations, i.e. particle-particle aggregation, particle-chain aggregation and chain-chain aggregation, in the initial stage of vertical deposition process are revealed by our experiments. It is found that the particle-particle aggregation and the particle-chain aggregation can be qualitatively explained by the theory of the capillary immersion force and mirror image force,while the chain-chain aggregation leaves an opening question for the further studies. The present study may provide more deep insight into the self-assembling process of colloidal particles.