Sahih al-Bukhari 627
Narrated `Abdullah bin Mughaffal:
The prophet said, "There is a prayer between the two Adhans (Adhan and Iqama), there is a prayer 
between the two Adhans." And then while saying it the third time he added, "For the one who wants 
to (pray).
حَدَّثَنَا عَبْدُ اللَّهِ بْنُ يَزِيدَ، قَالَ حَدَّثَنَا كَهْمَسُ بْنُ الْحَسَنِ، عَنْ عَبْدِ اللَّهِ بْنِ بُرَيْدَةَ، عَنْ عَبْدِ اللَّهِ بْنِ مُغَفَّلٍ، قَالَ قَالَ النَّبِيُّ صلى الله عليه وسلم ‏
"‏ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ ـ ثُمَّ قَالَ فِي الثَّالِثَةِ ـ لِمَنْ شَاءَ ‏"‏‏.‏