Pickling is an acid bath process to remove the unusable iron oxide scale that forms on hot worked steels as well as other impurities (you may know iron oxide as rust, but there are actually at least 15 other known allotropes of iron oxide). When steels are hot worked, above their recrystallization temperature, oxygen will react with the outside layer of iron and produce a flaky layer of scale. This layer makes the steel difficult to work with and paint.
Hot worked steel is dipped into a vat of either sulfuric or hydrochloric acid, called pickle liquor. Steels with carbon content higher than 6% will require an extra step using nitric, phosphoric, or hydrofluoric acid. The metal is dipped into the bath for a preset amount of time, to avoid too much of the metal being eaten up by the acid. The amount of scale typically removed is between 1% and 3% of the mass of the steel.
Once the metal is out of the bath, it gets rinsed and is ready to continue its processing. Usually at this point it is ready for cold working. The left-over pickling liquor, now filled with rust flakes and iron scale, is called pickling sludge. Often considered an environmental hazard, it is sometimes neutralized with a base (usually lime) and then thrown away. Systems exist also to recover some remaining useful products from the sludge, including hydrochloric acid and ferric oxide. There are processes that use waste mill scale too. The scale can be sent to a sintering plant where the iron oxide dust and flakes can be reformed into a solid mass of steel.
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