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Cassius Dio

Cassius Dio on the Jews

This class exists even among the Romans, and though often repressed has increased to a very great extent and has won its way to the right of freedom in its observances. They are distinguished from the rest of mankind in practically every detail of life, and especially by the fact that they do not honour any of the usual gods, but show extreme reverence for one particular divinity. They never had any statue of him even in Jerusalem itself, but believing him to be unnameable and invisible, they worship him in the most extravagant fashion on earth. They built to him a temple that was extremely large and beautiful, except in so far as it was open and roofless, and likewise dedicated to him the day called the day of Saturn, on which, among many other most peculiar observances, they undertake no serious occupation.

Histories

Histories, 37:16.5-17.4

p. 127

Cocceianus, C. D. (1914). Dio’s Roman History: Books XXXVI-XL (E. Cary, Trans. Vol. III). William Heinemann. http://books.google.co.uk/books?id=dHFKAAAAYAAJ&hl=&source=gbs_api