Gliomas are brain tumours with a high mortality rate. There are various grades and sub-types of this tumour, and the treatment procedure varies accordingly. Clinicians and oncologists diagnose and categorise these tumours based on visual inspection of radiology and histology data. However, this process can be time-consuming and subjective. The computer-assisted methods can help clinicians to make better and faster decisions. In this paper, we propose a pipeline for automatic classification of gliomas into three sub-types: oligodendroglioma, astrocytoma, and glioblastoma, using both radiology and histopathology images. The proposed approach implements distinct classification models for radiographic and histologic modalities and combines them through an ensemble method. The classification algorithm initially carries out tile-level (for histology) and slice-level (for radiology) classification via a deep learning method, then tile/slice-level latent features are combined for a wholeslide and whole-volume sub-type prediction. The classification algorithm was evaluated using the data set provided in the CPM-RadPath 2020 challenge. The proposed pipeline achieved the F1-Score of 0.886, Cohen's Kappa score of 0.811 and Balance accuracy of 0.860. The ability of the proposed model for end-to-end learning of diverse features enables it to give a comparable prediction of glioma tumour sub-types.