Unfortunately Malaysian stock market is too small and insignificant to foreign investors that mining such historical data seems not feasible to be done by professional vendors. Such task is being shouldered by local equity provider such as brokers and Malaysian’s own stock exchange. However, as can be predicted, the efficiency does not presence – even Kuala Lumpur Stock Exchange or Bursa Malaysia (KLSE: BURSA, stock-code 1818) does not provide such basic information.
The closest you can get is the data or chart that might be provided by your own brokers but if you wish to get your hands on it for free, you’ll find yourself in the Amazon jungle finding your way out.
Yahoo Finance used to provide historical data on Malaysian stock market previously but not any more, for reason stated above. The latest info 
you can get from Yahoo Finance is the data of Kuala Lumpur Composite Index (KLCI). Your workaround is to study the companies’ annual report, quarterly earning announcement and news on the dividend and share split or bonus issue to consolidate your information. It’s a tedious process, no doubt but that’s the best you can do. If you do not mind paying, then you can get data from provider such as bizfun.cc and download the subsequent data manually from its’ site.
If any of you knows how to get the above historical data for “free”, please drop your feedback at the “Comment” below so that all the readers can share your generousity.
TIP: To get free historical data on KLCI from 1993 till now, visit Kuala Lumpur Composite Index Historical Price to download it.
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March 25th, 2007 by financetwitter
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Hello!
ChartNexus (http://www.chartnexus.com/) has a free tool that will give you the historcial data for free (KLSE + SGX).
Best wishes
Boon