I used to estimate for a local steel fabricator. We purchased structural steel from out of state. Any "local" mid-size to large general contractors are either going to purchase their steel from the same steel corp distributor (if they have their own fab shop) or from the fabricator who will also purchase from the same.
Your typical "local" steel supplier, is going to also purchase from the same distributor and then add a mark-up to their price for smaller local construction companies and independent contractors.
My point is, most of your structural and miscellaneous (stair) steel is ultimately going to be purchased from the larger national monopolies. Therefore, by the time any job-site receives it, you will be paying a very comparable rate.
(On a side note, "Inginuity" also has apparent reasonable insight in that, whatever is not manufactured state-side, will be purchased overseas - that's another story...)
Even though you are more interested in HSS, here is a link to the latest May 4, 2016 price list (for "W" and similar shapes) from Nucor-Yamato:
15-20 years ago when i was with the fabricator, we were purchasing structural steel for +/- 0.25-0.32 / LB or 25.00-32.00 / CWT. Fabricated structural was then sold for +/- 0.50 / LB and miscellaneous for 0.75-1.00 / LB.
Based on the price list from the link above, it looks like your typical W-flange structural will be purchased at 0.35-0.44 / LB and then fabbed and sold at 0.60-0.70 / LB and miscellaneous for 0.90-1.20 / LB.
I realize you're inquiring about HSS, which will be even higher than wide-flange, so maybe "zcp" is in a reasonable range. Perhaps this may also be valuable for you and others.
Whether HSS, W or other shapes, both structural and miscellaneous can get higher depending on how much fabrication has to be done to it, i.e. drilled holes, miters, copes, shear tabs, siffeners, gussets, etc...
Keep in mind, when you get pricing from any local steel "supplier", you are only considering raw, un-fabbed product. If you contact a local steel "fabricator", they would give you a better estimate on the finished product.
Hope this helps.