It is posible change the time to specify the time of the storage in coldb or db. I have some index configurated in splunk enterprise. If it is posible, I need to do the configuration index by index?
or only in "indexes.conf" that is located in $SPLUNK_HOME/etc/system/local
Those settings can be configured per index, and you're most likely looking for frozenTimePeriodInSecs, which defaults to ~6 years, after which (by default) the data is deleted.
You also have to make sure that your index maximum size is big enough, because Splunk will delete data earlier when an index reaches it's maximum size.
Hope that helps - if it does I'd be happy if you would upvote/accept this answer, so others could profit from it. 🙂