Diabetes and extreme blood sugar levels are some of the major health problems faced by humans today across the world. While Continuous Glucose Monitoring (CGM) has emerged as an effective technology for management of diabetes as well as for monitoring blood sugar levels, this technology has traditionally been invasive (that is, requiring the piercing of the skin) and carries the risk of irrita tion, induration, etc. This highlights the need for accurate and non-invasive CGM methods that can be deployed at scale. With the emergence of various sensing technologies and their integration in wearables like the smart-watch, we now have the capability to continuously monitor body signals like the Photoplethysmogram (PPG) in a non-invasive manner. Having the ability to continuously monitor blood glucose through CGMs and continuously monitor PPG signals through a smartwatch offers an opportunity to get dense data on these two, opening the possibility of building machine learning and deep learning based models to estimate blood glucose level from PPG signals. In this work, we first present a paired datasetcomprising continuous PPG signals from a smartwatch along with glucose values recorded using a CGM device. We also present the results of some preliminary experimental explorations performed on our dataset. These initial results indicate that reasonable accuracy in predicting blood glucose levels may be feasible, though more exploration is needed with more data from a larger number of individuals.