Nicostratus and his wife asked for Baptism, and Saint Sebastian advised Nicostratus to serve Christ rather than the Eparch. He also told him to assemble the prisoners so that those who believed in Christ could be baptized. Nicostratus then requested his clerk Claudius to send all the prisoners to his house. Sebastian spoke to them of Christ, and became convinced of their desire to be baptized. He summoned the priest Polycarp, who prepared them and told them to fast until their Baptism that evening.
Then Claudius informed Nicostratus that the Roman eparch Arestius Chromatus wanted to know why the prisoners were gathered at his house. Nicostratus told Claudius about the healing of his wife, and Claudius brought his own sick sons, Symphorian and Felix to Saint Sebastian. In the evening the priest Polycarp baptized Tranquillinus with his relatives and friends, and Nicostratus and all his family, Claudius and his sons, and also sixteen condemned prisoners. The newly-baptized numbered sixty-four in all.
Nicostratus, his wife Zoe and brother Castorius, and Claudius, his son Symphorian and brother Victorinus remained in Rome with Saint Sebastian, refusing to move to a safer place. They gathered for divine services at the court of the emperor together with a secret Christian named Castulus, but soon the time came for them to suffer for the Faith.
The pagans arrested Saint Zoe first, while she was praying at the grave of the Apostle Peter. At the trial she bravely confessed her faith in Christ. She died, hung by her hair over the foul smoke from a great fire of dung. Her body then was thrown into the River Tiber. Appearing in a vision to Saint Sebastian, she told him about her death.