I only knew this from hearing guys like The Alexander Brothers doing it when I was wee. I didn't know it had Jacobite connotations until I read the notes for MacColls 'Songs Of Two Rebellions'.

And without wanting to drag this on forever, the Piper played for the Laird as a duty. But when he 'played another key' he was playing for the rebels. And that's what made him a bit of a lad, a rogue, a roguey. Yeah?