The snow from your skis is all you need. Bring a file. IF the rail is rusty or burred you can clean it up with that.
Also check your edges. If you're hitting urban youre going to want some detuned skis. I prefer round edges because nobody wants to snag up on a rail with lots of stairs.
Rub a little snow on it if needed. Water, your bases, and a steel rail are a slippery combo. You don't need anything else.