Sakas are described in Sanskrit sources as a Mlechcha tribe grouped along with the Yavanas, Tusharas and Barbaras. There were a group of Sakas called Apa Sakas meaning water dwelling Sakas, probably living around some lake in central Asian steppes. Sakas took part in Kurukshetra War.
References
Sakas in the Mahabharata Wikipedia(Text) CC BY-SA