A question on precise resistor measurement for current loops
Okay, the resistor is accurate (if you connected to it properly- only a few m\$\Omega\$ could take it out of spec- see 4-wire connection below- the two connections closest to the resistor body should go to the differential input amplifier and nowhere else) and your calibration source is accurate, assuming we can believe the calibration certificate. 







simulate this circuit &ndash; Schematic created using CircuitLab

What makes you think that the data acquisition board is that accurate? The voltage reference in the data acquisition board has just as much effect on the reading as the resistor and the calibration source (span error). Any zero error (offset voltage) will cause a direct reading error of Vos/250\$\Omega\$ mA. And any input impedance that's lower than many megohms will shunt your shunt- 0.005% is 5M so you would want several times that at least. Any amplifier bias current will cause a direct error in the current measurement (a 250 ohm 1% resistor in series with the low side would reduce that error to the offset current rather than the bias current).

See above for the various error sources in the data acquisition board (not including the reference error, which is like a gain error in the diff amp). 

If you're using something like NI's 4462 data acquisition boards, the DC performance is pretty disappointing for such an expensive board.