This post suggests that if you have the OData for Splunk App, then you can simply open on OData Connection to the data in splunk:
Thanks hopefully this will work for you,
Accessing Splunk Data from Excel
If you could connect Excel with splunk, as per above instructions, then to use Tableau Desktop as a client is a piece of cake.
i think that Philip is the same person who has posted in both forums...
i will suggest you to search for
splunk odbc connection
using google.com or the new kid in the block duckduckgo.com
I work for Splunk and if you want to connect to Splunk from Tableau, I recommend using the OData app for now. Although the app is in "Private Access", you can request access from the app page. This app makes all the saved searches on your Splunk server accessible from applications like Tableau and Excel as valid OData endpoints.
For future, we are also working on an ODBC driver for Splunk which will let you connect to Splunk through a DSN entry like you would using any other ODBC driver. If you are interested in a preview of the driver, please contact me directly.