[8] The Dahae initially lived in the north-eastern part of the Persian Achaemenid Empire, in the arid steppes of the Karakum Desert near Margiana, alongside the Saka groups and the Sogdians and Chorasmians,[3] and immediately to the north of Hyrcania.
[3] The Dahā fought within the left wing of the Achaemenid army along with the Bactrians and the Saka against Alexander the Great at Gaugamela in 331 BCE.
[3] The Dahae may have invaded Margiana and Areia around 300 BCE, and during this invasion they destroyed the towns of Alexandreia and Heracleia located in these respective two countries.
[3] During the 2nd century BCE, both the Dahae (大益 Dayi) who still lived in the steppes and the Parthian Empire (安息 Anxi), as well as the Chorasmians (驩潛 Huanqian), and Sogdians (蘇薤 Suxie) sent embassies to the Emperor Wu of the Han dynasty which was ruling China.
[1] Interesting fact that currently lands of ancient Dahae are known as Mangystau Region of Kazakhstan and are inhabited by Adai- one of Kazakh tribes (Jüz).