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I have 4 HDDs here with me, from 3 different manufacturers, and all of them have the following 4-pin extra interface beside the SATA connector:

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Looking on internet, I can see that it exists on all HDD devices, but not on SSDs:

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On old IDE devices there was a similar interface used to select operational mode(master/slave), but on SATA it doesn't makes sense any more.... So, could someone tell me what this interface is intented to do and why it doesn't exists on SSDs? It is used on any practical situation?

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Those are jumper settings, similar to the IDE drives you mention, but for SATA specific options depending on the drive maker. For example, on this Western Digital support page for mobile drives, it shows two options:

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Also, it doesn't exists on SSDs because there is no spinup or spread spectrum related to solid-state devices.

@Adrian Cox mentions in the comments below, a different pin function for Seagate drives.

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> RPS: Used by external hard disks to reduce spinup current and allows it to work over USB interface. I am going to punch you! Why didn't you post this a couple of months ago, before I rigged a SATA drive with a DIY-external-drive setup (eBay cable and power adapter)? Maybe then it would not have (literally) burned out the PCB. :-( +1 for both answering the question and enlightening me on about RPS. –  Synetech Jun 26 '12 at 19:18
    
Why would you ever not want reduced power spin up though? –  KayEss Jun 27 '12 at 0:12
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Presumably its lower performance than the full power spin up. I wouldn't be surprised if the drive ran at a slower RPM as well. –  Journeyman Geek Jun 27 '12 at 0:20
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@kayEss As USB ports are designed to work with 500mA max, if you start a HDD with 1A it will burn... –  Diogo Jun 27 '12 at 2:10
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You should probably emphasise that the jumpers are manufacturer specific. For instance, Seagate have the same four pin connector, but with a different function: knowledge.seagate.com/articles/en_US/FAQ/193991en –  Adrian Cox Jun 27 '12 at 7:55
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