I want to monitor on Misrosoft SQL server and Oracle database the number of running processes, locks that consumes the most of time, I/O time of the DB, size of the directory that contains the log and data file (MSSQL) , backup errors, table spaces, spécific tables : temp , undo. blocked sessions, logical volume of the DB..
How would you do it without Splunk? That's a good place to start.
For Microsoft SQL Server, there is a good start in the Splunk App for Microsoft SQL Server on apps.splunk.com - however, it doesn't tell you all the information you are after. You will need to create data inputs that do dumps of the DMVs on a regular basis or you may have to write triggers for specific events to be logged.
For Oracle, there is an Oracle Add-on but again - it depends on how deep you want to go. Inevitably, you will want to add specific inputs for specific things that you want to see.