This hadith has been narrated by Ibn Bishr with the same chain of transmitters (but with a slight variation) that he (the Holy Prophet) inquired of them (Jews) about it (fasting on the day of 'Ashura).
Sahih Muslim Book 13, Hadith 163
← Previous Hadith It is the day on which Allah granted victory to Moses and (his people) Bani Isra'il over the Pharaoh and we observe fast out of gratitude to Him. Upon this the Messenger of Allah (ﷺ) said: We have a closer connection with Moses than you have, and he commanded to observe fast on this day.

Sahih Muslim Book 13, Hadith 162 Next Hadith → What is the (significance) of this day that you observe fast on it? They said: It is the day of great (significance) when Allah delivered Moses and his people, and drowned the Pharaoh and his people, and Moses observed fast out of gratitude and we also observe it. Upon this the Messenger of Allah (ﷺ) said: We have more right, and we have a closer connection with Moses than you have; so Allah's Messenger (ﷺ) observed fast (on the day of 'Ashura), and gave orders that it should be observed.

Sahih Muslim Book 13, Hadith 164