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Detection of sub-parsec separation massive black hole binaries (MBBHs) remainelusive. Following the search for sub-pc MBBH in long-term optical data we havefound 34 excellent candidates. They are expected to be formed from galaxymergers and therefore have considerable gas reservoir for accretion. We proposejoint XMM-Newton and NuSTAR observations of three of these MBBH candidates tosearch for the expected X-ray emission and understand the nature of theaccretion occurring. These observations will provide further evidence for themassive black hole binarity and allow us to probe the accretion state and helpus understand the link between mergers and AGN. This will allow us to explorethe importance of mergers in the formation and evolution of supermassive black holes. [truncated! Please see actual data for full text]