Yes, and you can make it split away from whatever even finite set $S$ of places of $\mathbf{Q}$ you wish that contains the archimedean place, and such a form of ${\rm{Sp}}_{2n}$ is uniquely determined as well. This is seen via Galois cohomology and class field theory (a not exactly constructive method, but Springer's book on linear algebraic groups has a rather explicit description of twisted forms of classical groups in terms of quaternion algebras and other linear-algebraic data, so it can make explicit various constructions provided abstractly by Galois cohomology).
The main point is that for any connected semisimple group $G$ that is simply connected and has no nontrivial automorphisms of its Dynkin diagram (such as your question for type C), the automorphism variety of $G$ is connected, which is to say is exactly the adjoint central quotient $G^{\rm{ad}}$, and hence forms of that type can be studied via the cohomology of the adjoint quotient, to which Hasse Principle, etc. may be applied. (The book of Platonov-Rapinchuk provides proofs of the statements about cohomology of semisimple groups made below.)
Let's now focus on the case of simply connected groups of type C over a field $k$, as in your question. Such groups are exactly the twisted forms of the split form $G_0 := {\rm{Sp}}_{2n}$, so the set of isomorphism classes over $k$ is naturally in bijection with ${\rm{H}}^1(k, G_0^{\rm{ad}}) = {\rm{H}}^1(k, G_0/\mu)$ where $\mu = \mu_2$ is the center of $G_0$. By the Hasse Principle for adjoint groups, the natural map
$$c:{\rm{H}}^1(k, G_0/\mu) \rightarrow \prod_v {\rm{H}}^1(k_v, G_0/\mu)$$
is injective (as a map of sets, not just that its kernel as a map of pointed sets is trivial). Moreover, by the arithmetic theory of connected semisimple groups over local fields (including the archimedean case), the natural connecting map
$$\delta_v: {\rm{H}}^1(k_v, G_0/\mu) \rightarrow {\rm{H}}^2(k_v,\mu) = {\rm{Br}}(k_v)[2]$$
is bijective.
Since ${\rm{Br}}(k_v)[2]$ has order 2 when $k_v \ne \mathbf{C}$ and is trivial when $k_v = \mathbf{C}$, we see that a $k$-form $G$ of $G_0$ is split at $v$ precisely when its class $[G] \in {\rm{H}}^1(k, G_0/\mu)$ has image $c([G])$ with trivial $v$-component. Likewise, if $k_v = \mathbf{R}$ then $G$ is anisotropic at $v$ (equivalently, $G(k_v)$ is compact) precisely when $[G]_v$ is nontrivial.
It is a general fact that the connecting map $\delta:{\rm{H}}^1(k,G_0/\mu) \rightarrow {\rm{H}}^2(k,\mu) = {\rm{Br}}(k)[2]$ is surjective for any number field $k$, and by class field theory elements of ${\rm{Br}}(k)[2]$ are specified exactly by choosing an even finite set $S$ of non-complex places of $k$ (corresponding to a unique quaternion division algebra over $k$ split exactly away from $S$).
Hence, given any such $S$ there exists a $k$-form $G$ of $G_0$ that is split away from $S$ and is non-split at all places in $S$, with $G(k_v)$ compact for all real places in $S$. Such a $k$-form $G$ is unique, due to the injectivity of $c$ above.
