You can move the index files between Unix and Windows systems. The main thing you need to be concerned about is that you can't move buckets created by a 64-bit version of Splunk to a system running 32-bit.
Instructions for doing so can be found at http://docs.splunk.com/Documentation/Splunk/6.2.4/Indexer/Moveanindex . Also read the following Splunk > answers post, http://answers.splunk.com/answers/32176/is-it-possible-to-migrate-indexed-buckets-to-a-different-ind...
Thank you sduff,
But we dont want to move the index just want to read(search) the data from another platform(search head)
Ah, OK, if I understand you, Splunk does that easily.
You want to use Distributed Search, which configures your search head to query the data stored on the indexers. http://docs.splunk.com/Documentation/Splunk/6.2.4/DistSearch/Configuredistributedsearch#Use_Splunk_W...
There are no issues with different OSs or environments communicating with one another.