Commercial steel stockists generally mark one end of each stock steel bar with coloured paint according to a code likely to be its own.
We tend to buy lengths cut by "our" retailers from what they buy from the trade stockists (some of whom do not sell to private buyers, by the way), so unless they also colour-code their goods and tell you the code, your only way to be sure is to match carefully the goods to your order and label your own stock in your own way.'
In our favour though, by making life simpler, is that the hobby suppliers keep a relatively small range of steel grades, those being the ones suitable for the majority of the components we make….so the "best sellers"!
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I was no fan of the EU either but I think the "EU" grades were compiled from the range of different national standards, and to suit industrial customers who do need to know exactly what they are buying, often for very critical reasons. Intrinsically there is no practical difference between BS-this and DIN-that for a given flavour of steel – just a single new "name".
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Graeme –
The requirements you cite for pressure-vessels for model-engineering are not quite as onerous as you imply. For our purposes they apply primarily to boilers made from steel and copper, and if you build your own boiler from stock copper sheet and tube you don't need trade-standard metal certificates.
If you design it as well you will need satisfy the club boiler-inspector it will be of suitable strength, perhaps by direct comparison with a similar, known example; but you won't be expected to show all sorts of bumph for the copper.
Steel boilers need "certified" plate and proper-quality welding whoever makes them; but otherwise it is the commercial boiler-makers who need jump through all the regulatory hoops.
We've not yet progressed to accepting boilers can be made from an appropriate stainless-steel, though that's so specialised it would almost certainly be a trade-only prospect.
It's all laid down in the MELG Handbook on miniature boiler construction and testing – and though a proper boiler-tester can decline to test a boiler on ground of limits of personal experience, he or she will not gold-plate the rules and procedurea. Nor refuse a test on spurious grounds such as plates being thicker than the published design, or feed-clacks having been moved to their prototypical positions. (Yes, these are real examples!).
Gas tanks on small-scale steam models come under the MELG test system.
For other non-fired pressure-vessels such as air-compressor receivers, we have no specific rules within the hobby but if you are making one for your own use you would certainly be wise to be really sure of your design and workmanship; and of course have the vessel tested hydraulically as with a boiler. (I'd think the same test regime would be appropriate.)