Musnad Abu Ya'la al-Mawsili 129:111

Muhammad ibn al-Minhal narrated to us, Mu'tamir narrated to us, Humayd al-Tawil narrated to us, from Anas ibn Malik: The Messenger of Allah (may Allah bless him and grant him peace) would fast [part of] the month until we would say, "He does not break his fast," and he would break his fast [part of] the month until we would say, "He does not fast."