This festival is one of the national feasts of the Jewish people. It is much like our Thanksgiving Day or Fourth of July. It commemorates the deliverance of the Jews from the Persian Empire during the fifth century B.C. The origin of this feast is found in the Bible (see the book of Esther, especially the ninth chapter). But, it is not one of God’s Holy Days.
This is not to say that this or similar festivals, such as the Feast of Lights (from the Maccabean period in the second century B.C.), are without meaning. For the Jews, these festivals are rich in meaning and history. As a Jew, Jesus observed them.
As mentioned, these festivals are not part of God’s Holy Days (see Leviticus 23, for example). God does not command us to keep them.