Data agents are used to collect large amounts of data about services, mediators etc. from various data collection points such as the ESB, application servers, and custom data publishers, and pump them to data analysis and summarization servers such as WSO2 BAM and WSO2 CEP.
For information on various types of data agents and how to receive data events/statistics via Thrift, see Data Agents in WSO2 BAM documentation. Note that the configuration steps given in WSO2 BAM are the same for WSO2 CEP.