There were several diplomatic missions conducted between the two over the centuries. Not to discourage any further answers, but there are excellent posts about it here:
General Knowledge provided by u/shlin28
Contact Between the Two provided by u/shlin28
[More Reading] (https://www.reddit.com/r/AskHistorians/comments/52w8zy/is_there_any_evidence_of_sinoroman_contact/) provided by u/Tiako Hope that helps.