When the Messenger of Allah ﷺ arrived in Medina, the Jews were fasting on Ashura. He asked them about it, and they replied, "This is the day on which Musa triumphed over Pharaoh."The Prophet ﷺ said, "We have a greater claim to Musa than they do, so fast on this day."
لما قدم رسول الله ﷺ المدينة، واليهود تصوم عاشوراء، فسألهم، فقالوا: هذا اليوم الذي ظهر فيه موسى على فرعون، فقال النبي ﷺ: نحن أولى بموسى منهم فصوموه.
Bukhari related it in the tafsir (4837), and Muslim in the Fasting (1130), both of them through Abu Bishr, from Saeed bin Jubayr, from Ibn Abbas, who said, and he mentioned it. The wording is Bukhari's.