Sahih Muslim 1130 c
Ibn'Abbas (Allah be pleased with both of them) reported that the Messenger of Allah (ﷺ) arrived in Medina and found the Jews observing fast on the day of 'Ashura. The Messenger of Allah (ﷺ) said to them:
What is the (significance) of this day that you observe fast on it? They said: It is the day of great (significance) when Allah delivered Moses and his people, and drowned the Pharaoh and his people, and Moses observed fast out of gratitude and we also observe it. Upon this the Messenger of Allah (ﷺ) said: We have more right, and we have a closer connection with Moses than you have; so Allah's Messenger (ﷺ) observed fast (on the day of 'Ashura), and gave orders that it should be observed.
وَحَدَّثَنِي ابْنُ أَبِي عُمَرَ، حَدَّثَنَا سُفْيَانُ، عَنْ أَيُّوبَ، عَنْ عَبْدِ اللَّهِ بْنِ سَعِيدِ بْنِ جُبَيْرٍ، عَنْ أَبِيهِ، عَنِ ابْنِ عَبَّاسٍ، - رضى الله عنهما - أَنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم قَدِمَ الْمَدِينَةَ فَوَجَدَ الْيَهُودَ صِيَامًا يَوْمَ عَاشُورَاءَ فَقَالَ لَهُمْ رَسُولُ اللَّهِ صلى الله عليه وسلم ‏"‏ مَا هَذَا الْيَوْمُ الَّذِي تَصُومُونَهُ ‏"‏ ‏.‏ فَقَالُوا هَذَا يَوْمٌ عَظِيمٌ أَنْجَى اللَّهُ فِيهِ مُوسَى وَقَوْمَهُ وَغَرَّقَ فِرْعَوْنَ وَقَوْمَهُ فَصَامَهُ مُوسَى شُكْرًا فَنَحْنُ نَصُومُهُ ‏.‏ فَقَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم ‏"‏ فَنَحْنُ أَحَقُّ وَأَوْلَى بِمُوسَى مِنْكُمْ ‏"‏ ‏.‏ فَصَامَهُ رَسُولُ اللَّهِ صلى الله عليه وسلم وَأَمَرَ بِصِيَامِهِ ‏.‏