Ask for "tool steel" or "drill rod". Can be gotten round or square
in various sizes. "Mild steel" will not do at all.
Or adapt other tools to your purpose, i.e. punches, files, chisels.
See the book "The Making of Tools" by Alex Weygers for practical
info on annealing, forming, and tempering tool steel appropriately
for your intended use.
Marty in Victoria