you need create index jenkins, jenkins_artifact, jenkins_statistics and jenkins_console, as the App expects a certain metadata format, here is the settings for the app
index=jenkins_statistics
build_report.index=jenkins
file.index=jenkins_artifact
console_log.index=jenkins_console
For more information, please check https://wiki.jenkins-ci.org/display/JENKINS/Splunk+Plugin+for+Jenkins
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