Musannaf Ibn Abi Shayba 3:3409

Abu al-Ahwas narrated to us, from Abu Ishaq, from al-Harith, from Ali, who said: It is a duty upon every woman who possesses a waist-wrapper (i.e., every woman) to go out to the two Eids. And it was not permitted for them to go out for anything except for the two Eids.