Mishkat al-Masabih #1975

Ibn ‘Abbas said that God’s messenger came to Medina and found the Jews observing the fast on the day of ‘Ashura’, so he asked them what was the significance of that day which they were observing and they replied, “It is a great day on which God delivered Moses and his people and drowned Pharaoh and his people; so Moses observed it as a fast out of gratitude, and we do so also.” He said, “We have more right, and we have a closer connection with Moses than you have,” so God’s messenger observed it as a fast himself and gave orders that it should be observed. (Bukhari and Muslim.)