Intermetallics as an emerging structural or functional material has attracted tremendous attention from both scientific and engineering communities due to its unique properties. But the formation mechanism of intermetallic compounds, especially liquid-to-solid transition, is still poorly understood. Here, atomic structure evolution of various Ni_xAl_100-x (x=2, 10, 20, 35, 74.5 at. %) alloys are investigated on cooling using in-situ high-energy X-ray diffraction (HE-XRD) and Reverse Monte Carlo (RMC) simulations. The short-range order (SRO) structures are analysed using five-fold local symmetry analysis, Voronoi analysis and common neighbourhood analysis. It is noted that in the three intermetallic formation liquids (IFL), which is Ni₁₀Al₉₀, Ni₂₀Al₈₀ and Ni₃₅Al₆₅ corresponding to Al₃Ni, Al₃Ni₂ and NiAl respectively, the number of crystal-like clusters is higher than the other two liquids comparing at 9 °C above the liquidus temperature. Correspondingly, the icosahedral-like clusters are less. Upon comparison of the liquid and solid structures, it is found that the pre-peaks at S(Q) are closely related to the formation of Al₃Ni, Al₃Ni₂ and NiAl intermetallic compounds because the medium-range order (MRO) structures of these pre-peaks corresponding to 4.1-5.2 Å in real space, which are around the Ni-Ni and Ni-Al distances in the crystal of Al₃Ni, Al₃Ni₂ and NiAl. The results show strong correlation of the icosahedral-like clusters, suggesting that the MRO originate from the interaction of central atoms of icosahedral-like clusters and in turn forming intermetallics. All these findings will trigger more research on the structural heritability between the liquid melts and the structures of intermetallics, indicating the liquid structural origin of intermetallics.