Sahih al-Bukhari Book 10, Hadith 21
Allah's Messenger (ﷺ) said thrice, "There is a prayer between the two Adhans (Adhan and Iqama)," and
added, "For the one who wants to pray."
The Prophet (ﷺ) said, "Bilal pronounces the Adhan at night, so eat and drink (Suhur) till Ibn Um Maktum pronounces the Adhan."
"When the Mu'adh-dhin pronounced the Adhan, some of the companions of the Prophet (ﷺ) would proceed to the pillars of the mosque (for the prayer) till the Prophet (ﷺ) arrived and in this way they used to pray two rak`at before the Maghrib prayer. There used to be a little time between the Adhan and the Iqama." Shu`ba said, "There used to be a very short interval between the two (Adhan and Iqama).