Chuck is spot on...the best way would be to automate a feed directly from SQL into Splunk.
As CSP leverages 'flex' fields and 'code' fields, presenting usable data in Splunk can be a challenge if you're not familiar with the the CSP event field structure.
It can be done...but will require a little bit of effort to automate. If you are going to pursue this path, feel free to ping me.