Do you know any online store which sells split core current sensors? Frequency range is from tens of khz to 1MHz. I tried digikey but they only have closed loop.
Finding a split core current transducer is relatively easy. I have used CR Magnetics extensively. Since you do not mention your location I really can't tell you where you may find one. Also most are 50 to 400 Hz and you mention:
Goodluck finding a split core current transducer or current transformer in that frequency range. Additionally you do not mention a current range or if you need average responding or true RMS responding?
Considering the cost of a Rogowski Coil off the boat from China at about $10 USD there is not much to lose trying one that meets your needs. A Google of "Rogowski Current Sensor" gets plenty of hits. The air core in the Rogowski design gets you high current at higher frequencies without saturating a core. There are also several good papers out there offering signal conditioning advice, like this one. Personally I would start by trying a cheap Chinese version off the boat.
I have split core CTs from HP but they are very old and very costly. Most split core CTs are for 50/60hz and do not do well at 10khz.
I know there was high frequencies CTs years ago but I do not see any now. (split)
Non-split:
The PDF attached is a kind I have used millions/year of. I have 30 different kinds of CTs here that are related. The spec said 1mhz is the top end but they work higher than that. and The low end can be extended with a simple change.