Of course they did. Humans have been using some form of them since we began to walk up right. But, the names have changed. The names used in most European languages are Germanic. The Romans would have used
borealis (north),
australis (south),
orientalis (east) and
occidentalis (west).
The Romans had sundials too. The earliest sundial found is Egyptian and dated to around 1500 BCE. The Romans usually used the Greek style hemispheric sundial.
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They also had small portable sundials that were the earliest form of pocketwatch.
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