That begins today, and is commemorated by a series of special Antiphons which are sung during the Divine Office. They are called the Great O Antiphons as each on starts with the exclamation "O".
O Redix Jesse
O Clavis David
O Rex Gentium
The practice of sing the Antiphons goes back at least to 5th century, but the origin of the custom is unknown. There is a good - albeit brief article here, if you'd like more information.