We have two CSV files. The first has SKU and LOCATION headers:

SKU, LOCATION
FS1, Chicago      
FS2, Philadelphia

The second file has the headers SKU and AMOUNT.

SKU, AMOUNT
FS1, 100      
FS3, 200

We want to check whether all the records can be joined on the SKU field.

Approach

In this case, since the second file does not have a SKU named FS2, and the first file does not have the SKU FS3 we expect the referential integrity check to notify us that this is the case.

Load the first CSV file. Click on Selected Join Key and select SKU as key field.

Select the SKU and LOCATION headers.

Load the second CSV file. The Selected Join Key will have a green check mark next to it indicating that both files have the SKU header.

Select the AMOUNT header.

Click the PROCESS button. The resulting error notifies us that SKU-LOCATION header file is missing key FS2 and the SKU-AMOUNT header file is missing key FS3.