Certainly. With a small amount of customization, the scripts described in the blog above by Xavier Mertens could easily be repurposed for importing the Secunia data into Nitro.
Xavier's scripts have the ability to generate a flat text file with the Secunia data, with fields delimited by exclamation points. It would not be a difficult exercize to develop a custom Nitro parser rule to parse and import the data on a regular basis.
You can add the secunia advisories as data enrichment, and more than likely, the data will be of more use to you. I'm unsure what capability you are looking for, what you looking to do with the data?
I understand this post is older, but I am trying to understand what i would need to do in order to get this information down to my SIEM. I am currently on version 9.3.2. What would I need to do, and where would I put the script?