Sayyiduna Ibn Abbas (may Allah be pleased with them both) narrates that the Messenger of Allah (peace and blessings be upon him) prayed the Fajr prayer on the day of Ashura, and when he finished he said: "Whoever among you began this morning fasting should complete his fast, and whoever began the morning not fasting should not eat anything, for this is the day on which Musa (peace be upon him) was given victory over Pharaoh, so the Jews fasted it out of gratitude, and we are more entitled to give thanks."
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 12372