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This page indicates that the first two days is "very early" for a zygote to split, and that conjoined twins are the result of an "extremely late" split:

If the zygote splits very early (in the first 2 days after fertilization) they may develop separate placentas (chorion) and separate sacs (amnion). ... Most of the time in identical twins the zygote will split after 2 days, resulting in a shared placenta, but two separate sacs. ... Finally, the zygote may split extremely late, resulting in conjoined twins.

What I'm looking for is more specificity. At what time in the pregnancy does a split zygote result in twins who share a placenta and not a sac? What about conjoined twins (I'm most interested in the most common types of conjoined twins)?

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    $\begingroup$ This information can be found in the wikipedia Twin article, specifically in the degree of separation section. $\endgroup$ – MattDMo Aug 24 '15 at 17:13
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Identical twins

Twinning occurring at the two cell stage or afterwards, up to and including the 16 cell stage, which translates to days 1 to 3 after fertilization, results in diamniotic, dichorionic twins.

Twinning at the 32 cell stage (day 4), up to and including day 6 results in diamniotic, monochorionic twins. The majority of identical twins split at this stage.

Twinning from day 7 up to day 10 results in monoamniotic, monochorionic twins. This is rare and only accounts for about one percent of identical twins.

  • diamniotic: twins have separate amniotic sacs
  • monoamniotic : twins share one amniotic sac
  • dichorionic: twins have separate placentas
  • monochorionic: twins share the same placenta

Conjoined twins

This is where things get a bit fuzzy. While some sources say that conjoined twins occur when the twinning event takes place after day 10, others say conjoined twins are created when

the twinning event occurs at about the primitive streak stage of development, at about 13–14 days after fertilisation in the human

It is very likely that because of the rarity of conjoined twins (one in 200,000 live births) there isn't enough data available on the very early embryogenesis.

Sources and further reading:

The embryology of conjoined twins

Twinning

Conjoined twins

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