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It seems illogical to me to make a soldering iron tip out of steel coated copper. If tin is a superior material (notice the anachronistic use of the term "tinning" used today), then why not just make the tips out of tin? Is cost the only reason? Seems crazy to me to put up with difficult soldering just to save a few dollars on the tip.

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Because it would dissolve into your solder joints. – Jon Feb 17 at 18:37
And it would melt at 231.9 °C – jms Feb 17 at 18:37
What's so bad about copper, again? – Eugene Sh. Feb 17 at 18:39
"tinning" is not that anachronistic, present day lead-free solders can be mostly (95-99%) tin with a bit of copper or other metals, and older lead type electronics solders such as (eutectic) 63/37 are majority tin (63%). – Spehro Pefhany Feb 17 at 19:50
Why don't you use a glass made of ice for drinking water or tea? – Marko Buršič Feb 17 at 19:55
up vote 11 down vote accepted

A soldering iron tip is a device that transfers heat from the heater of the soldering iron to the items being soldered. As such it's important that it be high thermal conductivity and high heat capacity. High thermal conductivity materials include diamond, carbon nanotubes, aluminum, silver, gold and copper. High volumetric heat capacity materials include iron, copper, tungsten and gold.

I've avoided mentioning items that won't stand up to soldering temperatures such as water and superfluid liquid helium.

Copper has a high melting point, and is just about ideal for a tip (and was used as such for many years) but it dissolves into the solder so the tip gets eaten away fairly rapidly. So a method of iron plating the copper tip (over a thin nickel barrier, IIRC) and then tinning (wetting) it with solder was developed and that is now standard. Unless the user physically damages the plating, the tips are very long life- and they stay tinned unless abused by sticking the tip into plastic or whatever.

Other materials are generally not as good in one way or another or are relatively expensive. For example, silver has similar thermal conductivity but 1/3 less heat capacity compared to copper.

Solid tin obviously melts at almost the same temperature as Sn99.3 lead-free solder and would alloy with lead-based solders, so it would be a bad choice, as would lead.

Edit: As @WhatRoughBeast correctly points out, tinning (wetting) of the tip with the solder being used is another requirement of the surface of the tip material. The liquid interface transfers heat much better than simple contact. That is one reason why we can't just use diamond tips- they would not wet (at least I assume not, and I'm not going to try it). Plain copper tips were sanded or filed to restore the shape, and to expose unoxidized copper, and then tinned before use. That's what you would do even today if you had to use a soldering gun or an old-style high-power soldering iron.

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Tinning predates iron plating. Even with pure copper tips, it's necessary to keep a thin layer of molten solder on the tip. This produces much better heat transfer to the part and the solder than a dry iron. – WhatRoughBeast Feb 17 at 21:25
And it really helps if you build a stand with a solder pool for your tip to rest in so that it #1 doesn't oxidize and #2 stays wet. – Daniel Feb 18 at 2:57
Copper is actually the best possible option: Wolfram Alpha – Oleksandr R. Apr 5 at 21:41
@OleksandrR. Diamond appears to be several times better, using your figure of merit. Of course it would have to be plated and tinned like the copper but it should make a soldering iron tip with superior performance. There are a few other non-metals.. – Spehro Pefhany Apr 5 at 22:56
Well, it depends what you consider to be diamond's thermal conductivity. It's often quoted as around 2000 W/m/K, but in reality ~800 W/m/K is more realistic (grain boundaries, impurities, and defects in the crystal highly influence the conductivity). This makes it around the same or a bit worse than copper. Diamond also has a high thermal impedance mismatch to most other materials, leading to inefficient heat transfer. (I actually make my living studying diamond growth.) – Oleksandr R. Apr 6 at 13:58

Tin melts at about 232°C. In the answers to this question on soldering iron temperatures, the lowest temperature given for reasonable soldering is 260°C, while other answers give numbers in the 300-370°C range.

Solder itself is made mostly out of tin, so clearly tin is not very rugged under soldering conditions.

The word "tinning" refers to coating the tip of the iron with tin-based solder.

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