"The Messenger of Allah ﷺ said: 'Between each two Adhans [1] there is a prayer, between each two Adhans there is a prayer, between each two Adhans there is a prayer, for whoever wants to do it." [1]Meaning, between the Adhan and Iqamah.  

قَالَ رَسُولُ اللَّهِ ﷺ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ لِمَنْ شَاءَ  

"When the Mu'adhdhin called the Adhan, some of the Companions of the Prophet ﷺ would get up and rush to the pillars (in the Masjid) and pray until the Prophet ﷺ came out and they were like that. They would pray before Maghrib and there was nothing between the Adhan and Iqamah."  

كَانَ الْمُؤَذِّنُ إِذَا أَذَّنَ قَامَ نَاسٌ مِنْ أَصْحَابِ النَّبِيِّ ﷺ فَيَبْتَدِرُونَ السَّوَارِيَ يُصَلُّونَ حَتَّى يَخْرُجَ النَّبِيُّ ﷺ وَهُمْ كَذَلِكَ وَيُصَلُّونَ قَبْلَ الْمَغْرِبِ وَلَمْ يَكُنْ بَيْنَ الأَذَانِ وَالإِقَامَةِ شَىْءٌ