Massive stars emit strong winds and, whenever they are part of a multiple system, these winds collide. The strongest shocks emit at X-ray wavelengths and come in addition of the intrinsic, soft X-rays linked to embedded shocks. The variations of the colliding wind X-rays with orbital phase provide invaluable information on the stellar winds themselves. In this contribution, we will review the constraints brought by such high-energy investigations and will provide an insight onto future studies using the next generation of X-ray satellites.