I bought farm hay 3 years in a row. The first yr. is excellent, I posted a photo and everyone said it's very green. The whole 65 lb. bale cost me $4. The 2nd year is horrible, I have allergic reaction, my skin turns into dozens of red spots every time I touch the hay.
This yr. is the 3rd yr., absolutely no problem, the hay is green and I even post a photo at the photo section titled "Green eh". As to pet shop hay, they are really hay from the farm. Pet shops does not grow hay, they sell hay, their only source of hay is from some farmer who grow those hay, thus, they are really farm hay.
I don't like pet shop hays neither. You don't know how old they are, you don't know how they were being handled