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I've heard that having no load is not desirable because some load can slow down the oxidation that occurs on the contacts.
Meh, somewhat true if what you are switching is ALWAYS going to be low energy, but pretty much irrelevant if, when you
ARE going to use the contactor to switch a load, there is going to be a serious load involved.
The "oxidation" issue happens when, for example, you are trying to use a cheap little relay with silver based contacts to try to switch something like a 5VDC TTL logic level circuit. Over time, the very low energy of that circuit will allow a buildup of silver oxide. Ozone, a byproduct of interrupting current flow with an air gap, reacts with the silver in the contact material to form an insulating layer of Ag
2O on the contacts. When the energy is really low like that, there is insufficient heat to "punch through" that thin layer of Ag
2O and it acts as an insulator, so it eventually interferes with the contact conduction. But when you have sufficient energy in the circuit, that layer gets "zapped" by the arc itself and the AG
2O reforms back into the molten contact material at the surface. That's why you see people use gold flashed contacts on low energy relay circuits, the gold doesn't react with ozone.
So bottom line, that issue is not applicable to your situation. When you are banging that contactor open and closed with NO load, you get NO ozone formation, so the problem is not created. Ozone in the area formed by OTHER contactors may cause that film to build up anyway, but the first time you run a large load through, it will be as if it was never there. It's no different than a contactor sitting in a box with other contactors near by, but not being used. Yes, for a fraction of a microsecond the first time it is used there is slightly more resistance, but the net effect is totally insignificant.