What chemical should be used to kills ants within walls?

If the wall is made of dry wall, you could rip it open and destroy them with an insecticide. You'd have to re-patch the wall -- it's good practice if you're a handy person.

Otherwise, you could purchase an insecticide that the ants could take to the queen, thereby killing it by proxy.

It helps to know the source of entry. Have you made an investigation?

The OP wasn't asking how it could be done, but what chemical is likely being used in the video link.

Ant Baits are best, as suggested

Not sure what the chemicals are composed of though

Ants are in bedroom, I prefer not to use any spray insecticide, and would like to know on any kind of insecticide in a powder format instead of spray.

Does anyone have any suggestions?
Thanks, to everyone very much for any suggestions (^v^)

It really depends on the product you buy. For example, some ant baits contain hydramethylnon, which is a stomach poison that give ants 24 hours to live, while others contain Disodium Octaborate Tetrahydrate. Exposure to the latter causes a stop-feed mode of action. Stop-feed means that the active ingredient DOT disrupts the enzyme and digestive systems of the insect, preventing future digestion and causing death by starvation.

Hope this helps and hopefully you fix the problem in your bedroom! Bedrooms should be the safest place in the world because it's where you sleep!

Why you don't like using sprays

I find out another trick to reduce ants, ants communicate through chemical signals along the path, so I investigate their paths, and create blockage on their entries, which break their chemical signals for communication.  Now the amount of ants are reduced ONLY at this moment, some ants are still walking around the kitchen, and I need to monitor on how smart ants are to find another path into my kitchen.  If anything can interrupt their chemicals along the path, that would be great to break their communication.  

Do you have any suggestions on what chemicals can interrupt their signals along their path? so I don't need to clean wall and table every hour.
Thanks, to everyone very much for any suggestions (^v^)

Your approach made me laugh a little bit not because it's wrong, but because only a scientist would do something the way you are

How did you block their chemical signalling? I'm curious because ants communicate via pheromones. For example, some ants will produce an alarm pheromones that is discharged into the air, and received by adjacent ants via their antennae. How did you manage to block this?

The best way to interrupt any signal is their biochemical pathway to making energy. Most of the chemicals on the market will disrupt the cellular respiration process at some point during the pathway.