We actually don’t have any primary documentation or diplomatic literature from either kingdom, as most of our information about that period in South Asia comes from numismatics and archaeology. By the time the Hellenistic-Roman wars in the Balkans were coming to a close in the first century BCE, the entire eastern half of the Seleucid Empire had also come under Arsacid Parthian rule, effectively isolating Greco-Bactria from direct connection with the rest of the Hellenistic world around the Mediterranean.

However, the Kushan Empire (which controlled northwest India, Pakistan, Afghanistan and Tajikistan at its height) replaced the last Indo-Greek kingdom around the first century CE and adopted many of the attributes of its Hellenistic predecessors (for example, much of the finest Greco-Buddhist art is sourced to the Kushan period). Based on archaeological, numismatic and Roman documentary evidence, we know that the Kushan dynasty enjoyed great commercial relations with Rome.

https://www.jstor.org/stable/642511?seq=1#metadata_info_tab_contents