Adding compression documentation and example

docs/index.rst

@@ -258,6 +258,21 @@ bodies via post::
     from elasticsearch import Elasticsearch
     es = Elasticsearch(send_get_body_as='POST')
 
+Compression
+~~~~~~~~~~~
+When using capacity constrained networks (low throughput), it may be handy to enable
+compression. This is especially useful when doing bulk loads or inserting large
+documents. This will configure compression on the *request*.
+
+   from elasticsearch import Elasticsearch
+   es = Elasticsearch(hosts,
+                      maxsize = 500,
+                      connection_class=Urllib3HttpConnection,
+                      timeout = 30,
+                      http_compress = True
+                     )
+
+
 Running on AWS with IAM
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~