That's the exact opposite of what my history professor said. He said we only have a tiny fraction of roman documents and most of roman history has been "lost to history". Almost all the writings of romans has been lost and "roman history" is the surviving writings of caesar and a handful of other writers. Granted those writings are great works of art, but still, it's an extremely biased and unreliable account of history.

Now that doesn't mean that the romans crossed the atlantic. It just means we know so little of the past that it is embarrassing.