Cowl pin music wire bending with heat

What is the proper quench for music wire bent with heat? Air cool effectively anneals it, very noticably so. Next choices down the scale are oil and water. I'm suspecting oil is the right answer. Thanks, Rick

Auto transmission fluid is what I use when forging blades. Works better than water or oil.

Is there a chance that the pin is cold drawn and therefore wont recover its strength by quenching?