If you're a bit too enthusiastic with the spanner they do snap. I just made a replacement on the lathe when mine broke. There was a thread about it recently, but I'm struggling to find it. On the 2.2kw spindle it's a 1mm pitch thread, and I think it's either M8 or M10.

P.S. If it's urgent, you can safely run the spindle for a short time at low power without the water cooling.