Wow... what a broad question. 🙂 What do you mean by integrate? Which direction? Generally you can call REST endpoints and consume whatever comes out, you can also send data there. If you get data pushed you would have to set up a point (machine) where you can receive the data, process it and forward it to Splunk or use a HEC (HTTP Event Collector) endpoint of a Splunk instance. If the SaaS produces machine readable files, you would be able to consume those as well. So you see that there are various ways.
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