German-American sinologist (expert in Chinese studies) Friedrich Hirth (b.1845-d.1927), wrote China and the Roman Orient: Researches into Their Ancient and Medieval Relations as Represented in Old Chinese Records in 1885. In his book, he cites The Records of the Grand Historian, also known by its Chinese name Shiji, or Shih-Chi, a monumental history of China written from the late 2nd century BCE to the early first century BCE by the ancient Chinese historians Sima Tan and Sima Qian. On page 35 he quotes the Shih-Chi:
“When the first embassy was sent from China to An-hsi (Parthia), the king of An-hsi (Parthia) ordered twenty-thousand cavalry to meet them on the eastern frontier.”
F. Hirth, China and the Roman Orient: Researches into Their Ancient and Medieval Relations as Represented in Old Chinese Records, 35.
The embassy sent to Anxi (Parthia–preferred spelling) was sent by the Emperor Wudi–possibly the greatest emperor of the Han Dynasty. This gives us an historical example of the military escort the Parthians provided a diplomatic entourage.