Cam, what one buys here is directly from the guy growing it. Usually a bit of a discount if you go and pick up the bales directly from the field right where the baling machine drops them. Go out to his pastures and load up your pick up & trailer full. It was fun the first time I got to see a baling operation live. The machine goes along, a certain amount of hay or straw is gathered up goes through some sort of chute to form a tightly packed rectangle, the baling twine is automatically wrapped and tied and then the bale gets "pooped" out the back end.
The fewer bales the farmer has to gather up from the fields and store out of the weather the better it is for him so you can understand why there is a discount to get the stuff moved just after its gets cut and baled. It's just about time for the first cutting around here and perhaps some have already started but I've been house bound since Tuesday due to illness and now that I'm finally feeling better my car has a dead battery, something is draining it but I don't know what. I'll wait until Tuesday for my regular mechanic to be back to work, no dire need to go anywhere, just wanted to haul the garbage to the dumpster.
Clearly the stuff your buying already bagged is very different from what we can get locally but it looks to me like it will serve your needs rather well.
Just for fun here's a link to a short video of baling with a horse drawn unit.
https://www.youtube.com/watch?v=psST22LiWQ8