Sahih al-Bukhari Book 10, Hadith 23
Allah's Messenger (ﷺ) used to pray two light rak`at before the morning (compulsory) prayer after the day
dawned and the Mu'adh-dhin had finished his Adhan. He then would lie on his right side till the
Mu'adh-dhin came to pronounce the Iqama.
"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).
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).