Of the eighty books of Dio's great work "Roman History," covering the era from the legendary landing of Aeneas in Italy to the reign of Alexander Severus (222235 CE), we possess Books 3660 (36 and 5560 have gaps), which cover the years 68 BCE47 CE. The missing portions are partly supplied, for the earlier gaps by Zonaras, who relies closely on Dio, and for some later gaps (Book 35 onwards) by John Xiphilinus (of the eleventh century). There are also many excerpts. The facilities for research afforded by Dio's official duties and his own industry make him a very vital source for Roman history of the last years of the republic and the first four emperors.
The Loeb Classical Library edition of Dio Cassius is in nine volumes.
eBook Roman History, Volume I