It was narrated that Anas bin Malik said:"When the Mu'adhdhin called the Adhan, some of the Companions of the Prophet (S.A.W) would get up and rush to the pillars (in the Masjid) and pray until the Prophet (S.A.W) came out and they were like that. They would pray before Maghrib and there was nothing between the Adhan and Iqamah."
أَخْبَرَنَا إِسْحَاقُ بْنُ إِبْرَاهِيمَ، قَالَ أَنْبَأَنَا أَبُو عَامِرٍ، حَدَّثَنَا شُعْبَةُ، عَنْ عَمْرِو بْنِ عَامِرٍ الأَنْصَارِيِّ، عَنْ أَنَسِ بْنِ مَالِكٍ، قَالَ كَانَ الْمُؤَذِّنُ إِذَا أَذَّنَ قَامَ نَاسٌ مِنْ أَصْحَابِ النَّبِيِّ صلى الله عليه وسلم فَيَبْتَدِرُونَ السَّوَارِيَ يُصَلُّونَ حَتَّى يَخْرُجَ النَّبِيُّ صلى الله عليه وسلم وَهُمْ كَذَلِكَ وَيُصَلُّونَ قَبْلَ الْمَغْرِبِ وَلَمْ يَكُنْ بَيْنَ الأَذَانِ وَالإِقَامَةِ شَىْءٌ .
Nesai
The Book of the Adhan (The Call to Prayer) • Hadith 682