From Sahih Bukhari (Hadith 4680):
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
Reference: Bukhari 4680