"The Messenger of Allah (S.A.W) said: 'Between each two Adhans 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."

Meaning, between the Adhan and Iqamah.
Sunan an-Nasa'i Book 7, Hadith 56
← Previous Hadith "The Messenger of Allah (S.A.W) said: 'Whoever says, when he hears the call to prayer: "Allahumma rabba hadhihid-da'wat it-tammah was-salat il-qaimah, ati Muahmmadan al-wasilah wal-fadilah, wab'athu maqaman mahmudan alladhi wa'adtahu (O Allah, Lord of this perfect call and the prayer to be offered, grant Muhammad the privilege (of interceding) and also the eminence, and resurrect him to the praised position that you have promised),' will be granted my intercession on the Day of Resurrection."

Sunan an-Nasa'i Book 7, Hadith 55 Next Hadith → "When the Mu'adhdhin called the Adhan, some of the Companions of the Prophet (S.A.W) would get up and rush to the pillars (in the Masjid) and pray until the Prophet (S.A.W) came out and they were like that. They would pray before Maghrib and there was nothing between the Adhan and Iqamah."

Sunan an-Nasa'i Book 7, Hadith 57