When Trajan brought the horse guard to Rome in 99, he needed a place to house his 1000 horsemen. Either then, or after his return from the Dacian wars in 102 and 106, he ordered a fort built for them. Two dedications, set up by guardsmen in the fort, prove that they were in their new quarters before 27 October, 113, for on that day Trajan left for the Parthian War, from which he was not to return.