You probably already know this, but from Wiki:
The Cleveland, Cincinnati, Chicago and St. Louis Railway, also known as the Big Four Railroad and commonly abbreviated
CCC&StL, was a railroad company in the Midwestern United States.
In 1906, the Big Four was acquired by the New York Central Railroad, which operated it as a separate entity until 1922.
The question is whether the CCC&StL retained it's identity after 1922 (to 1928/9). Would a grip be marked CCC&StL or marked NYCRR at that time? There is a transportation museum in St. Louis that might help you in determining that through period documents, schedules, etc. You should be able to find out quite a bit about the RR police for that line -- there are RR collectors out there almost as passionate as we are.
I have a "close" piece -- a 1947 caboose from the Illinois Central Railroad (ICRR). The railroads were practically neighbors -- some of the track ran parallel to each other. I'd love to find a similar weapon -- documented to the ICRR, of course -- that I could display.
Fred