The inclusion of kinetic effects into fluid models has been a long standing problem in magnetic reconnection and plasma physics. Generally, the pressure tensor is reduced to a scalar which is an approximation used to aid in the modelling of large scale global systems such as the Earth's magnetosphere. This unfortunately omits important kinetic physics which have been shown to play a crucial role in collisionless regimes. The multi-fluid ten-moment model, however, retains the full symmetric pressure tensor. The ten-moment model is constructed by taking moments of the Vlasov equation up to second order, and includes the scalar density, the vector bulk-flow and the symmetric pressure tensor for a total of ten separate components. Use of the multi-fluid ten-moment model requires a closure which truncates the cascading system of equations. Here we look to leverage data-driven methodologies to seek a closure which may improve the physical fidelity of the ten-moment multi-fluid model in collisionless regimes. Specifically, we use the sparse identification of nonlinear dynamics (SINDy) method for symbolic equation discovery to seek the truncating closure from fully kinetic particle-in-cell simulation data, which inherently retains the relevant kinetic physics. We verify our method by reproducing the ten-moment model from the particle-in-cell (PIC) data and use the method to generate a closure truncating the ten-moment model which is analysed through the nonlinear phase of reconnection.