If Tacitus wrote history in the tradition of Thucydides, then Cassius Dio (c155-235 AD) wrote in the tradition of Herodotus. His 80 volumes of Roman history, not all of which survive, cover 1400 years, from the foundation of Rome in 735 BC down to 229 AD. He wrote in Greek rather than Latin, and is thought to have imitated the writing style of Thucydides, but the scope of his work is much more akin to that of Herodotus.
He spent much of his adult life in Rome (he was an aristocrat, who also served as Governor of Smyrna and Proconsul in Africa), so he would have had access to archival sources which do not survive today, but he cheerfully mixes myth and history when he discusses Rome's early years, and never allows a lack of evidence to spoil the telling of a great tale. Sometimes, when I read his work, it is very tempting to see him as the father of my own craft - historical fiction, rather than "history" in the sense that we understand it today.
He provides much the most detailed accounts we have both of the Claudian invasion of 43 AD, and of the Boudiccan Revolt of 60/61 AD. It is important to remember, however, that he was writing more than a century after the events which he describes. Unlike Tacitus, he is very unlikely to have spoken to anyone who was actually there.
Like Tacitus and Thucydides before him, he does not demur to put words in the mouths of his characters. Here is part of his rendition of the speech that he claims Boudicca gave on the eve of her revolt (it can be read in full at http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Cassius_Dio).
"I thank thee, Andraste [an ancient British goddess], and call upon thee as woman speaking to woman...that those over whom I rule are Britons...thoroughly versed in the arts of war, who hold all things in common, even women and children, so that they possess the same valour as the men. As the queen, then, of such men, and of such women, I supplicate and pray thee for victory against men insolent, unjust, insatiable...Let the wench sing and lord it over the Romans, for they surely deserve to be the slaves of such a woman."
Translation by Earnest Carey.
It is, of course, it must be, pure fiction, but, as a novelist, I hope I can be forgiven for wishing I had written it. I may not be the first, either. It has long seemed likely to me (though one could never prove it) that this speech inspired Elizabeth I when she came to write her own speech given at Tilbury on the eve of the confrontation with the Spanish Armada. Elizabeth was fluent in Latin and Greek, and well-versed in the works of the classical authors. To what other source would she turn, as a woman leading her British forces into battle, not just against Spain, but against the "insolence," as she would have seen it, of the Roman (Catholic) world?
Mark Patton's novels, Undreamed Shores and An Accidental King, are published by Crooked Cat Publications, and can be purchased from www.amazon.co.uk and www.amazon.com. His course on "The Classical World and its Inheritance" is now open for enrolments at the Highgate Literary and Scientific Institution (www.hlsi.net/courses.aspx).