Musnad Ahmad 25:1253

'Abd al-Razzaq narrated to us, Ma'mar narrated to us, from Ayyub, from a son of Sa'id ibn Jubayr, from his father, from Ibn 'Abbas, who said: The Messenger of Allah (peace and blessings of Allah be upon him) arrived in Medina and found the Jews fasting the day of 'Ashura. He said, "What is this?" They said, "This is a great day, a day on which Allah saved Musa and drowned the people of Pharaoh, so Musa fasted it in gratitude." The Prophet (peace and blessings of Allah be upon him) said, "I am closer to Musa and more entitled to fast it than you." So he fasted it and commanded that it be fasted.