That was much, much later in history. The Volga Bulgars were the first Turkic people to convert to Islam, which happened in 922 CE. The Oghuz, who were either the descendants of the Onogurs or the Tiele (the latter seems to be more likely), converted to Islam during the 10th-11th centuries when Seljuq Begh started the conversion process in the 10th century CE. The Seljuqs stem from the Oghuz. The Qara-Khanids, a state created by the remnants of the Uygurs that had fled from Mongolia to the Tarim Basin when the Uygur empire was overrun by the Kyrgyz in 840 CE, also converted to Islam during the 10th century CE, but the Islamization of the Uygurs continued until up to the 15th-16th centuries CE. Even today, many of the Turkic peoples that remained on the northeastern steppes and in Siberia aren't Muslim but still follow the native Altaic religious traditions and worship Tengri. The modern-day Mongols, who are the descendants of the amalgamation of the Turko-Mongol peoples that Chinggis Khan had united in Mongolia, are Buddhists.
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