Jenkins and Splunk (Cloud)

There is the Jenkins Plugin to set log export to Splunk. In Splunk Marketplace you can find the Splunk App for Jenkins, but the app works only for Splunk Enterprise, not the Cloud edition. Documentation describe how to connect Jenkins to Splunk. It includes values for cloud deployment as well as on-premises one. Thanks to that, the connection was easy to establish, but there were no logs from Jenkins. I had to manually created 4 indexes (I got them from this discussion) to get Jenkins logs visible in Splunk.