Christians all over the world fast personally at different times and corporately as local assemblies at different times. In the Christian calendar lent is a time that Christian all over the world fast. A dip into church history showed that lent started around 100 AD, since then annually fasting has been in the Christian calendar.
Now let’s rewind to more than 70 years prior to the book of Zechariah
The Lord sent his word by His spirit through the prophets. This happened when things were rosy and life was all as it should be. But the children of Israel would not listen or obey the words of the Lord. The repercussion to the continuous disobedient of Israel led to them being taken captive to different parts of the world. In captivity, the children of Israel continued fasting in the 5th and 7th month as an act of worship. They were doing this over and over again. But the question they sent Shenezer to ask reflects the expected results of their fasting was not materializing so they enquired should we fast again? They didn’t receive a yes or no reply.
God replied, can you really say you were fasting for Me says the Lord?