Thank you , it worked
Depending on the data you want to pull in, you may be able to use the Website Input app.
The easiest way to periodically poll a website over HTTP is to use the REST modular input: http://apps.splunk.com/app/1546/
That'll do all the hard work for you and lets you index whatever URL you want at any interval.
You can define your custom script/executable/API to get the xml data from the website and then you can configure scripted data input in Splunk to run the script every 60 second. More details on setting up script input:
http://docs.splunk.com/Documentation/Splunk/latest/Data/Setupcustominputs