Abdullah b. Mughaffal reported Allah's Messenger (ﷺ) u saying:There Is between the two calls (Adhan and Iqama) a prayer. And he mentioned it three times, and at the third time he said: This applies to those who wish to do it.
وَحَدَّثَنَا أَبُو بَكْرِ بْنُ أَبِي شَيْبَةَ، حَدَّثَنَا أَبُو أُسَامَةَ، وَوَكِيعٌ، عَنْ كَهْمَسٍ، قَالَ حَدَّثَنَا عَبْدُ اللَّهِ بْنُ بُرَيْدَةَ، عَنْ عَبْدِ اللَّهِ بْنِ مُغَفَّلٍ الْمُزَنِيِّ، قَالَ قَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم " بَيْنَ كُلِّ أَذَانَيْنِ صَلاَةٌ - قَالَهَا ثَلاَثًا قَالَ فِي الثَّالِثَةِ - لِمَنْ شَاءَ " .
Muslim
The Book of Prayer - Travellers • Hadith 368