“The Prophet (ﷺ) came to Al- Madinah, and he found the Jews observing a fast. He said: ‘What is this?’ They said: ‘This is the day when Allah saved Musa and drowned Pharaoh, so Musa fasted this day in gratitude.’ The Messenger of Allah (ﷺ) said: ‘We have more right to Musa than you do.’ So he fasted (that day) and enjoined (others) to fast it also.’”
Sunan Ibn Majah Book 7, Hadith 97