I found the answer, I looked at the
/opt/splunk/bin/coldToFrozenExample.py script and saw it has this line at the end
destdir = os.path.join(ARCHIVE_DIR, indexname, os.path.basename(bucket))
So if I use that script it will put it in /ARCHIVE_DIR/index/
So I made a copy of the script, edited it, added a new line at the top, so on unix systems it will execute as a python script
#!/opt/splunk/bin/python
and changing the ARCHIVE_DIR line at the top to
ARCHIVE_DIR = '/var/splunk/archive'
then added the following to the [default] in /opt/splunk/etc/system/local/indexes.conf
coldToFrozenScript = $SPLUNK_HOME/bin/coldToFrozen.py
Now it archives to a folder in /var/splunk/archive/indexname/
... View more