The simple answer is YES, you do have to send those items out for calibration. If you are a QS9000 company, they need to be correctly calibrated by an adequate lab.
The more complicated answer is NO, you don't have to send them out. The context of this is that you could choose to do them internally. If you make that decision, you need adequate procedures, properly traceable standards, adequately trained personnel to do the calibrations, and environment controlled adequately to assure your calibrations are legitimate (regarding environment). If you have people with adequate background who could be trained to calibrate them in-house, it's not terribly expensive to calibrate calipers. I would caution though, that if you don't have any trained personnel in-house, you'll want to invest in assuring you set the lab up correctly.
If the calipers and micrometers have any potential impact on product quality or whether it will meet your claimed product specs, I would weigh carefully as to whether or not you want to take on that risk. In some situations, little details of the calibrations on micrometers can make a difference as to whether they make good readings or not. If you don't have adequately trained personnel, and the other needed things to calibrate them correctly, you will induce some potential risk by taking that on. There is good reason why manufacturer's have recommended calibration procedures and intervals on these things. So it is indeed important to calibrated them correctly to minimize risk. If there is any human safety risk potential in the products you manufacture (i.e.: automotive, medical, FAA, etc..), then think carefully before making the decision to do in-house.
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