Reading from the Synaxarion:

20,000 Martyrs burned in Nicomedia

All these Saints, some 20,000 in number, were burned alive in the year 303, while they were gathered in church. This came to pass during the reign of Diocletian and Maximian. According to the Synaxarion, this took place on the day of Christ's Nativity.

Eusebius (Eccl. Hist. VIII, 6) says that, of the Christians then living in Nicomedia, all were slain by imperial decree - some by the sword, and others by fire, and that, because of their divine and inexpressible ardour, both men and women cast themselves into the fire. Besides those burned in church. the following, who were slain in the same Persecution, are commemorated today. Indus, Gorgonius, and Peter were cast into the sea; Glycerius the Presbyter and Mardonius were burned; Dorotheus the Prefect and Zeno were beheaded; Theophilus the Deacon was stoned; Mygdonius was buried alive; and Domna, who had been a priestess of the idols, believed in Christ, and was baptized, was beheaded and cast into the fire. See also the account of Saint Anthimus on September 3.