a cage that contributes to smooth operation of a rolling guide unit and said rolling guide unit itself are provided . projections are formed continuously between each of a plurality of openings , arranged in a row for insertion of rolling elements , that prevent rolling elements from coming out of those openings , thereby increasing the rigidity of the cage to prevent warping . the openings are provided with different sized diameters on opposite sides of the cage . on a given side , larger and smaller diameters alternate .