Musnad Abu Ya'la al-Mawsili 147:33

Muhammad ibn Abd Allah ibn Numayr narrated to us, Muhammad ibn Abd Allah al-Asadi narrated to us, from Muhammad ibn Sulaym, from Najih Abu Ali, from Anas ibn Malik, who said: The Messenger of Allah (may Allah bless him and grant him peace), Abu Bakr, and Umar performed stoning (rajm). And their command is a Sunnah.