"It was the nineteenth year of Diocletian's reign [AD 303] and the month Dystrus, called March by the Romans, and the festival of the Saviour's Passion was approaching, when an imperial decree was published everywhere, ordering the churches to be razed to the ground and the Scriptures destroyed by fire, and giving notice that those in places of honour would lose their places, and domestic staff, if they continued to profess Christianity, would be deprived of their liberty. Such was the first edict against us. Soon afterwards other decrees arrived in rapid succession, ordering that the presidents of the churches in every place should all be first committed to prison and then coerced by every possible means into offering sacrifice."
Eusebius, History of the Church (VIII.2)
Lactantius, the only other authority for the Edict of Diocletian, was in Nicomedia when the persecution began there and presumably better informed as to the date.
"A suitable and auspicious day was sought for carrying the business out, and the festival of the Terminalia on 23 February [a.d. septimum kalendas martias] was chosen as best, so that a termination so to speak could be imposed on this religion."
De Mortibus Persecutorum ("On the Death of the Persecutors") (XII)
Galerius ended the persecution of Christians in AD 311 (at least in his own provinces), when, having contracted a particularly loathsome disease, he sought to appease the Christian god. Both Lactantius (XXXIV) and Eusebius record this Edict of Toleration.
"Among the other steps that we are taking for the advantage and benefit of the nation, we have desired hitherto that every deficiency should be made good, in accordance with the established law and public order of Rome; and we made provision for this—that the Christians who had abandoned the convictions of their own forefathers should return to sound ideas. For through some perverse reasoning such arrogance and folly had seized and possessed them that they refused to follow the path trodden by earlier generations (and perhaps blazed long ago by their own ancestors), and made their own laws to suit their own ideas and individual tastes and observed these; and held various meetings in various places.
Consequently, when we issued an order to the effect that they were to go back to the practices established by the ancients, many of them found themselves in great danger, and many were proceeded against and punished with death in many forms. Most of them indeed persisted in the same folly, and we saw that they were neither paying to the gods in heaven the worhsip that is their due nor giving any honour to the god of the Christians. So in veiw of our benevolence and the established custom by which we invariably grant pardon to all men, we have thought proper in this matter also to extend our clemency most gladly, so that Christians may again exist and rebuild the houses in which they used to meet, on condition that they do nothing contrary to public order....Therefore, in view of this our clemency, they are in duty bound to beseech their own god for our security, and that of the state and of themselves, in order that in every way the state may be preserved in health and they may be able to live free from anxiety in their own homes."
Eusebius, The History of the Church (VIII.17.6-10)
After eight years of persecution, Christians again were permitted to build their churches, if only they would pray for the recovery of the dying emperor.
The marble bust of Diocletian is in the Archaeological Museum (Istanbul).
References: Eusebius: The History of the Church (1989) translated by G. A. Williamson; Lactantius: De Mortibus Persecutorum (1984) translated by J. L. Creed.