No. The MAX31855 does not have any on-board 50/60Hz notch filtering, nor does it have any high frequency filters. A 10nF ceramic capacitor (maximum value) should be placed as close to theMAX31855 package as possible between the T+ and T- pins. Additional 10nF decoupling capacitors (maximum value) should be placed from T+ to GND and from T- to GND. As implemented in the MAX31855 evaluation kit, a small ferrite bead or series resistor (100MHz) will help with filtering. The resistance of the bead/resistors should be well matched and below 470Ω, otherwise the MAX31855’s ADC will produce large offset readings.
As an alternative, the MAX31856 was designed to have 50/60Hz notch filtering as well as EMI/RF noise filters.