The September consumer price index report coming out Friday will command full attention from financial markets, even as some investors will view the data with a skeptical eye.

With the Bureau of Labor Statistics already under scrutiny this year for its broad menu of data releases, the government shutdown gripping Washington, D.C., will only raise concerns from parts of Wall Street about whether the inflation reading will present a full picture.

"Skeptics like me are going to be focused on how clean is this data," said Vishal Khanduja, head of broad markets fixed income at Morgan Stanley Investment Management. "What were the accommodations made for the lack of full personnel staff showing up? What adjustments were made before the data got reported?"

Indeed, the BLS this year has faced

See Full Page