Just be aware that this years hay will be richer, for horses the hay you buy is usually a year behind so you're always feeding last years hay. So if it looks really green just keep an eye on them as its more like feeding grass. Other than thattthough I'd certainly say that farm is far superior to shop, and on the rare occasion that they've cut a field that's unsuitable (ragwort/oak/very dusty) you can see that before you buy it.
Is grass /rich hay bad?
Mine are mainly grass eaters due to being outside with 24/7 access