BEST SHIELDED XLR CABLES

The shield of an XLR cable really isn't critical because, by virtue of its balanced design, an XLR cable is largely immune to interference.

Sacresta- to answer your question- MOST balanced interconnects have a shield that is tied to pin #1 at both ends.  The exceptions are cables like Kimber which never use shields of any kind.  Good Luck!

The website description of the wire used in Mogami Gold Studio balanced cables, which are very widely used in pro audio applications, includes the following statement, which I have no reason to doubt:

Mogami 2534 should also be used where intense RFI interference is a problem. Mogami 2534 provides an improvement in signal to noise of 10-20db over equivalent twisted pair cables. Double conductors quad cables are more effective in canceling noise that can get past even the best of shields and is critical in an environment of high RF and EM interference.

Also, a number of members here have reported good results from a sonic standpoint with Mogami Gold Studio cables, including me. If you are in the USA a good source is B&H Photo Video.

Regards,
-- Al

Make your own from solid silver conductors. :) 

https://www.partsconnexion.com/CONNEX-66070.html

A set of balanced (Neutrix XLR terminated) Star Quad Canare microphone line cables make great audio IC's on the cheap. I've used long runs (30') of them between my BAT line stage and my Spectron amp.