We use three-dimensional confocal microscopy to study the structure of a dense colloidal liquid confined between two parallel glass plates. The colloidal sample is at a volume fraction of 50\% and is a binary mixture of 2~$\mu$m and 3~$\mu$m diameter particles to prevent crystallization. The plate separation ranges from 50 small particle diameters to 3 small particle diameters. While particles form layers immediately adjacent to the confining walls, we otherwise see little influence of the confinement on structure.