MonoPrice has shielded cat 5 and cat 6 cables and cat 5 bulk wire.
Cheapest that I know of for shielded twisted pair cat6 cable is here: cablewholesale.com/specs/cat-6-cable/10x... On sale right now for $169.96 for 1000 ft Only 17 cents a foot. It is stranded.
If you want just one shielded pair, I would recommend microphone cable.
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