Ibn Abbas (Allah be pleased with both of them) reported that when Allah's Messenger (ﷺ) came to Medina, he found the Jews observing the fast on the day of Ashura. They (the Jews) were asked about it and they said:

It is the day on which Allah granted victory to Moses and (his people) Bani Isra'il over the Pharaoh and we observe fast out of gratitude to Him. Upon this the Messenger of Allah (ﷺ) said: We have a closer connection with Moses than you have, and he commanded to observe fast on this day.

حَدَّثَنَا يَحْيَى بْنُ يَحْيَى، أَخْبَرَنَا هُشَيْمٌ، عَنْ أَبِي بِشْرٍ، عَنْ سَعِيدِ بْنِ جُبَيْرٍ، عَنِ ابْنِ، عَبَّاسٍ - رضى الله عنهما - قَالَ قَدِمَ رَسُولُ اللَّهِ صلى الله عليه وسلم الْمَدِينَةَ فَوَجَدَ الْيَهُودَ يَصُومُونَ يَوْمَ عَاشُورَاءَ فَسُئِلُوا عَنْ ذَلِكَ فَقَالُوا هَذَا الْيَوْمُ الَّذِي أَظْهَرَ اللَّهُ فِيهِ مُوسَى وَبَنِي إِسْرَائِيلَ عَلَى فِرْعَوْنَ فَنَحْنُ نَصُومُهُ تَعْظِيمًا لَهُ ‏.‏ فَقَالَ النَّبِيُّ صلى الله عليه وسلم ‏

‏ نَحْنُ أَوْلَى بِمُوسَى مِنْكُمْ ‏

‏ ‏.‏ فَأَمَرَ بِصَوْمِهِ ‏.‏