Information about the threat intelligence framework and sources
Splunk Enterprise Security includes a threat intelligence framework and threat intelligence sources that attempt to perform these downloads. A modular input performs the download requests (that's what you found in the input.conf file)
For information on the threat intelligence sources, see: http://docs.splunk.com/Documentation/ES/4.7.2/Admin/Includedthreatintelsources
For more information on how the threat intelligence framework works, see: http://dev.splunk.com/view/enterprise-security/SP-CAAAFBC
Troubleshooting your specific problem
If the threat sources are failing to download, there are several potential root causes:
Is your instance connected to the internet? Are there firewall or proxy rules in place that might prevent the modular input from making these calls to the internet?
Are you using a version of Splunk Enterprise Security with a known bug that produces these messages in error (says that the downloads are failing when they are not)? Versions 4.7.0 and 4.7.1 have this bug.
Review the log files related to see the exact error messages, and other verification steps, see: http://docs.splunk.com/Documentation/ES/4.7.2/Admin/Verifythreatintel
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