thermocouple cable

It is inadvisable in some circumstances to earth both ends of a cable screen. "Ground loops" can occur and cause distress. The phenomenon is most marked and best studied in analog audio microphone and gram pickup circuits, where "mains hum" can be a blessed nuisance and spoil the music.

It is not recommended to connect a thermocouple screen wire to ground on both ends.

The industry best practise is to connect it to the instrument ground in the controller cabinet since you are assured of a healthy ground at the cabinet.

The ground in the field can corrode or become ineffective especially if the junction box is iro/metal and there is formation of oxides ( rust) etc.

As you may know ,thermocouple signals are in the order of very low level millivolts and any noise can result in unwanted results.

Check if you have a grounded or ungrounded t/c if it is in a sheath