Set at an awkward angle to Jalan Tun HS Lee and Lebuh Pudu,
the temple is built according to feng shui principles.
In 1859, a war broke out between the Malays and the Chinese. In this conflict, Kapitan Shin Kap, the head of Sungei Ujong, south of Kuala Lumpur, was captured by the Malays and beheaded. His death became sensational because according to local legend, when Kapitan Shin Kap's head was chopped off, white blood flew out. The Malays believe that the spilling of white blood indicates that the person is a saint. They begged for forgiveness and allowed the Chinese to retrieve his body for burial. As a result of this miracle, the Chinese began worshipping him as the deity of Chinese miners in Malaya and Kapitan Yap Ah Loy built Sze Ya temple in his honour.
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