Trading takes place five days a week (Monday-Friday), except on public holidays and other market holidays (when the Exchange is declared closed by the Bursa Malaysia Committee).
There are two (2) trading sessions on any market day:
Morning Session: 9:00 a.m. - 12:30 p.m. (local time)
Afternoon Session: 2:30 p.m. - 6:00 p.m. (local time)
HOLIDAYS (2010):
| Date | Holiday | Schedule |
| Fri, Jan 1 | New Year's Day | Closed |
| Sat, Jan 30 | Thaipusam | Closed |
| Mon, Feb 1 | Federal Territory Day | Closed |
| Sun, Mon, Feb 14-15* | Chinese New Year | Closed |
| Fri, Feb 26 | Birthday of Prophet Muhammad | Closed |
| Sat, May 1 | Workers' Day | Closed |
| Fri, May 28 | Wesak Day | Closed |
| Sat, Jun 5 | King's Birthday | Closed |
| Tue, Aug 31 | National Day | Closed |
| Fri, Sat, Sep 10-11 | Hari Raya Puasa (Eid-ul-Fitri) | Closed |
| Thu, Sep 16 | Malaysia Day | Closed |
| Fri, Nov 5 | Deepavali | Closed |
| Wed, Nov 17 | Hari Raya Haji (Eid-ul-Adha) | Closed |
| Tue, Dec 7 | Awal Muharram (Maal Hijrah) | Closed |
| Sat, Dec 25 | Christmas Day | Closed |
The dates marked with an asterisk (*) are subject to change. If a public holiday falls on Sunday, the following day shall be a public holiday, and if this day is already a holiday, then the next day shall be a public holiday. Data are taken from the www.klse.com.my.