It looks to me like a 1000uH (1mH) shielded power inductor. Digikey has about 14 PAGES of these, in various sizes and current/power ratings (the latter is likely to be important.) You can probably come close by picking one that looks the same and has the same size (measure it) (or just pick the highest power rating in that size.) For a better match, try to measure the DC resistance of your existing coil and match that as well.
The eBay part looks like something entirely different.