Musnad Ahmad 27:1832

Ibn Numayr narrated to us, Ubayd Allah informed us, from Nafi’, who said: Ibn Umar informed me that the people of the Jahiliyyah used to fast the day of Ashura, and that the Messenger of Allah (may Allah bless him and grant him peace) fasted it, as did the Muslims, before Ramadan was made obligatory. When Ramadan was made obligatory, the Messenger of Allah (may Allah bless him and grant him peace) said: "Indeed, Ashura is one of the days of Allah the Exalted, so whoever wishes may fast it, and whoever wishes may leave it."