Muwatta Malik Book 9, Hadith 22
Yahya related to me from Malik from Ibn Shihab from Salim ibn Abdullah from his father that Umar ibn al-Khattab, when he went to Makka, used to lead them in prayer and do two rakas and then say, "People of Makka,complete the prayer, we are a group travelling."
Yahya related to me from Malik from Ata al-Khurasani that he heard Said ibn al Musayyab say, "A traveller who has decided to remain somewhere for four nights does the prayer in full."
Malik said, "That is what I prefer most out of what I have heard."
Malik when asked about the prayer of a prisoner, said, "It is the same as the prayer of a person who remains in one place, except if he is travelling."
Yahya related the same as that to me from Malik from Zayd ibn Aslam from his father from Umar ibn al-Khattab.