This file gets auto generated. It helps if your filesystem level permissions are set correctly so the user and group running splunk own the splunk_app_db_connect directory and sub-directories. We had an issue with our ansible where these were being set to root:root instead of splunk:splunk. Once we resolved that issue the indentity.dat file auto generates when splunk starts up. The 200 OK's were still concerning to get when hitting the API even though no identity was actually created.
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