I haven't updated the app in forever, so it's possible that it's just broken at this point, especially if you're running Splunk 5.x. However, assuming the app still works, make sure your logs from the SRX are in structured format (they are in unstructured format by default in JUNOS 11.x and 10.x, IIRC). Also, you won't see any srx_threat logs unless you have the IDP license installed on your SRX.
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