Depending on what you are doing you might be better off using a Woodruff key rather than a Feather key.
I usually make my own by parting off a slice of Silver Steel bar and cutting in half to make a couple of keys.
It does mean you also need a woodruff key cutter to produce the keyway in the shaft, but the woodruff key seems to be a lot more stable than a feather key as it goes much deeper into the shaft.
Some people make the mistake of using an endmill or slot drill of the same size as the key to produce a feather keyway in a shaft, but you will find if you try to do this the slot will often end up oversize due to the action of the cutting forces. You are better off using a smaller cutter and taking multiple passes to get the exact width you want.
I wont go on about how to cut the keyways in the mating part with the hole, suffice to say if you ever get the chance of some Marlco keyway broaches grab them while you can 
Phil
Edited By Phil P on 11/10/2020 19:57:29