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Why should you have a handle on a file?

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Image of a file with no handle, showing the metal tang at the top of the blade Files are sometimes produced and sold without handles.
Illustration of the way a chisel is used to cut teeth into a file This is because handles can often outlast files. Once a file is blunt, it’s cheaper to replace it than it is to sharpen it or re-cut the teeth.
An ignition point file, an example of a solid handle file Some files, such as needle files, escapement files and ignition point files, have pre-forged handles instead of tangs. These files are referred to as solid handle files and will not fit inside other handles.

For more information, see: What are needle and escapement files?and What is an ignition point file?

A plastic file handle Handles are available to buy separately, but wouldn’t it be cheaper just to use your file by gripping it by the tang?

What can happen if you don’t use a handle?

Close up of the tang of a file, which is the part that fits inside the handle File tangs are deliberately made to be narrow and to come to a blunt point. This is so that they can fit inside handles.
Image of a DIYer holding a knife file by the tang Holding the file by the narrow tang does not allow you to get a decent grip on the file, making it much more difficult to control than normal.
A DIYer's hand, which is hurting after using a file with no handle for a long time Additionally, having the tang’s blunt end digging into your palm, while having to maintain the pressure needed to hold the tang securely in your fingers can become very uncomfortable after a while.
A DIYer who is concentrating more on their hand pain than on using their file correctly This can distract you and lead to mistakes!
Wonkee Donkee explains that handles aren't expensive, but are essential, and encourages the DIYer to get one

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