I would like to download all the jobs that are being executed currently / if possible in past.
Something like the Jobs (en-US/app/launcher/job_management#) into a CSV.
Is there a splunk query I can execute for this? how can I do this?
You can use following REST API endpoint to get currently active jobs
http://docs.splunk.com/Documentation/Splunk/6.2.6/RESTREF/RESTsearch#search.2Fjobs
In Search:
| rest /services/search/jobs