From Eusebius’ Historia Ecclesiae 3.19-20:

But when this same Domitian had commanded that the descendants of David should be slain, an ancient tradition says that some of the heretics brought accusation against the descendants of Jude (said to have been a brother of the Saviour according to the flesh), on the ground that they were of the lineage of David and were related to Christ himself. Hegesippus relates these facts in the following words.

Information was given [to Domitian] that they belonged to the family of David, and they were brought to the Emperor Domitian by the Evocatus. For Domitian feared the coming of Christ as Herod also had feared it. And he asked them if they were descendants of David, and they confessed that they were. Then he asked them how much property they had, or how much money they owned. And both of them answered that they had only nine thousand denarii, half of which belonged to each of them.

And this property did not consist of silver, but of a piece of land which contained only thirty-nine acres, and from which they raised their taxes and supported themselves by their own labor.

Then they showed their hands, exhibiting the hardness of their bodies and the callousness produced upon their hands by continuous toil as evidence of their own labor.

And when they were asked concerning Christ and his kingdom, of what sort it was and where and when it was to appear, they answered that it was not a temporal nor an earthly kingdom, but a heavenly and angelic one, which would appear at the end of the world, when he should come in glory to judge the quick and the dead, and to give unto every one according to his works.

Upon hearing this, Domitian did not pass judgment against them, but, despising them as of no account, he let them go, and by a decree put a stop to the persecution of the Church.