Is it possible to connect to Splunk using the Java or Python SDK through a proxy? In looking through the documentation this does not seem to be supported.
For server side languages, going through proxy should work too but I am not sure I understand your use case. That is a common ask for browser related code and we have some documentation on how to go through proxy in that scenario.
Are you running into any specific issue?
The server that will initiate the connection to Splunk must go through a proxy to connect with Splunk. The documentation that you are referring to is when the connection from Splunk itself to the internet must go through a proxy which is really not related to this question. So basically what I am looking for is a way to specify a proxy host and port in addition to the Splunk host and port in (Java SDK for example) the HttpService class.