Concrete sand has rocks, mason sand is what you need. Mine ran $36 a yard and I hauled it with my pickup. 3000 lbs a yard I hauled a yard and a half at a time with diesel pickup.
Mason sand would be a much better choice. You are looking for something with uniform grain size and no small pebbles like you will find in concrete sand like was mentioned above. $36 a yard for seems like a high price if you are transporting it yourself, when I get washed mason sand it's generally under $20 a yard.
What size pool are you putting up? Just as a reference my 15x30 pool has about 5 yards of sand under the liner.
Best thing you can do is to go to the place you are planning to buy from and look at the material. Pick up a hand full and look to see if it is uniform and doesn't have any stones that could poke into the liner. Its worth the few extra dollars a yard on good sand will cost when compared to replacing a liner with endless pin hole leaks from rocks in the sand. Don't forget to treat the area around the pool for ants.
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