It is narrated from Hazrat Abu Musa (may Allah be pleased with him) that the Jews used to fast on the day of Ashura and celebrated it as a festival. The Holy Prophet (peace and blessings be upon him) said: You should also fast on this day.
Hadith Referenceمسند احمد / تتمہ مُسْنَدِ الْكُوفِيِّينَ / 19669