Riyad as-Salihin 1099
'Abdullah bin Mughaffal (May Allah be pleased with him) reported:
The Messenger of Allah (ﷺ) said, "There is a Salat (prayer) between every Adhan and Iqamah; there is a Salat between every Adhan and Iqamah." (While saying the same for the) third time (he (ﷺ) added), "It is for him who desires (to perform it)." [Al-Bukhari and Muslim] .
وعن عبد الله بن مغفل، رضي الله عنه، قال‏:‏ قال رسول الله صلى الله عليه وسلم‏:‏ ‏"‏بين كل أذانين صلاة، بين كل أذانين صلاة، بين كل أذانين صلاة‏"‏ وقال في الثالثة‏:‏ ‏"‏لمن شاء‏"‏ ‏(‏‏(‏متفق عليه‏)‏‏)‏‏.‏