Can we connect a DAQ to a micro-controller via a CAN bus?
Hardware aspects: http://henrysbench.capnfatz.com/henrys-bench/arduino-projects-tips-and-more/arduino-can-bus-module-1st-network-tutorial/ should give a hint. It is about adding CAN tranceiver to the Arduino. 

Software concepts:
What is the needed bandwidth? Depending on that Arduino might not be able to deliver all the data or process all of it. What is the final goal? Should Arduino process it and take action? Or transmit to other device. If the thoughout needed is less, then basic CAN bus with Arduino will work .. else you have to go with a powerful microcontroller