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

It was narrated that 'Abdullah bin Mughaffal said: "The Messenger of Allah (S.A.W) said: 'Between each two Adhans 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."

Meaning, between the Adhan and Iqamah.