Thanks for the feedback.
There is provision in the SDK to rotate the GPS symbol based the direction the device is travelling. As soon as the direction info is available, the SDK uses the image named "GPSDisplayHeading.png" in your application. This image should be such that, without any rotation, it points up. Then the image is appropriately rotated based on direction.
(Caveat : the device needs to be travelling at some rate of speed for the direction info to be available).
Although this is not what you asked for - to rotate the symbol based on the compass direction ( and not the travelling direction as I described).
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Divesh