Musnad Abu Ya'la al-Mawsili 110:241

Zuhayr narrated to us, Abd al-Samad ibn Abd al-Warith narrated to us, my father narrated to us, Ayyub narrated to us, from Abd Allah ibn Sa'id ibn Jubayr, from his father, from Ibn Abbas, who said: When the Messenger of Allah (may Allah bless him and grant him peace) arrived in Medina, he saw the Jews fasting on Ashura. He said, "What is this day that you are fasting?" They said, "This is a righteous day. This is the day in which Allah saved the Children of Israel from their enemy, so Moses fasted it." The Messenger of Allah (may Allah bless him and grant him peace) said, "I am more entitled to Moses than you." So the Messenger of Allah (may Allah bless him and grant him peace) fasted it and commanded that it be fasted.