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"The high affinity of the Ni-NTA resins for 6xHis-tagged proteins or peptides is due to both the specificity of the interaction between histidine residues and immobilized nickel ions and to the strength with which these ions are held to the NTA resin." 
- Even when doing denaturing purifications, add 10mM imidazole to solutions to help with washing out non His tagged proteins.
- May want to add small amounts of EDTA to the eluant to chelate heavy metals like Ni. Heavy metals can catalyze oxidation reactions that destroy your protein. However, the zinc content needs to account for the presence of EDTA.
- Start with 1L of protein and do a larger scale prep. Thus, if the protein is crashing out of solution upon buffer exchange, you can see it very easily. With small volumes, it can be hard to see. If that happens, just start playing with the pH and salt content.
- For buffer exchange, the Sauer lab generally does either dialysis or gravity flow gel filtration (much faster). However they are usually working with much larger volumes ... 1L culture eluted in 2.5-3 mL. They then run this through a PD10 column from Amersham. Or else 0.5-1mL through a NAPS column. There are also columns for 20-100μL.