In a large pitcher, combine the wine, Cointreau, Gran Torres, jamaica, lime juice, and the agave nectar. Cover and refrigerate until chilled.
Add several slices of lime and orange in the bottom of each glass. Use a muddler to crush the fruit. Fill the glasses halfway up with small ice cubes, then pour in the sangria mixture, leaving room for a splash of soda water. Stir to incorporate the soda water. Enjoy.