Narrated Ibn `Abbas:

When the Prophet (ﷺ) arrived at Medina, the Jews were observing the fast on 'Ashura' (10th of Muharram) and they said, "This is the day when Moses became victorious over Pharaoh," On that, the Prophet (ﷺ) said to his companions, "You (Muslims) have more right to celebrate Moses' victory than they have, so observe the fast on this day."

حَدَّثَنِي مُحَمَّدُ بْنُ بَشَّارٍ، حَدَّثَنَا غُنْدَرٌ، حَدَّثَنَا شُعْبَةُ، عَنْ أَبِي بِشْرٍ، عَنْ سَعِيدِ بْنِ جُبَيْرٍ، عَنِ ابْنِ عَبَّاسٍ، قَالَ قَدِمَ النَّبِيُّ صلى الله عليه وسلم الْمَدِينَةَ وَالْيَهُودُ تَصُومُ عَاشُورَاءَ فَقَالُوا هَذَا يَوْمٌ ظَهَرَ فِيهِ مُوسَى عَلَى فِرْعَوْنَ‏.‏ فَقَالَ النَّبِيُّ صلى الله عليه وسلم لأَصْحَابِهِ ‏ "‏ أَنْتُمْ أَحَقُّ بِمُوسَى مِنْهُمْ، فَصُومُوا ‏"‏‏.‏
USC-MSA web (English) reference : Vol. 6, Book 60, Hadith 202
Arabic reference : Book 65, Hadith 4680