It was narrated that 'Abdullah bin Mughaffal said:

"The Messenger of Allah ﷺ said: 'Between each two Adhans [1] 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."

[1]Meaning, between the Adhan and Iqamah.

أَخْبَرَنَا عُبَيْدُ اللَّهِ بْنُ سَعِيدٍ، عَنْ يَحْيَى، عَنْ كَهْمَسٍ، قَالَ حَدَّثَنَا عَبْدُ اللَّهِ بْنُ بُرَيْدَةَ، عَنْ عَبْدِ اللَّهِ بْنِ مُغَفَّلٍ، قَالَ قَالَ رَسُولُ اللَّهِ ﷺ " بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ لِمَنْ شَاءَ " .