Hello Laura. I do not know much Splunk details. Simplest strightforward solution is to run it on whatever host , log results into logfile and read it by Splunk forwarder (agent). But if check Splunk docs i am sure splunk has REST API connector.
Fast googling shows https://answers.splunk.com/answers/142046/rest-api...
So it seams that you need script that regularly extracts user session records by USQL from Dynatrace REST API and then push it into Splunk REST API. Probably Splunk itself has REST API data reader that can be used to directly communicate with Dynatrace.
Hello Laura. Actualy i dont know. Googling shows https://answers.splunk.com/answers/142046/rest-api...
whatfor mу means
DT REST API ---> python script ---> Splunk REST API
Probably Splunk has its own REST API data source to extract data from DT.