Anas bin Malik reported,

When the muadhdhin gave the call to prayer, some of the companions of the Prophet ﷺ would rush to the pillars and pray two rakahs before Maghrib until the Prophet ﷺ came out, while they were still praying. There was nothing between the adhan and the iqamah.Uthman bin Jabala and Abu Dawud reported from Shuba, "There was only a brief moment between them."

Azami 1895

Sahih

عن أنس بن مالك قال

كان المؤذن إذا أذن قام ناس من أصحاب النبي ﷺ يبتدرون السواري حتى يخرج النبي ﷺ وهم كذلك يصلون الركعتين قبل المغرب، ولم يكن بين الأذان والإقامة شيء. وقال عثمان بن جبلة وأبو داود عن شعبة: لم يكن بينهما إلا قليل.

الأعظمي 1895صحيح
Contents
Reference
Commentary
Ayat
Collection
Jami al-Kamil
Book
Prayer
Chapter
Adhan
Section
Between every two adhans there is a prayer
Numbering
Jami al-Kamil 1895 (2nd edition)
Azami 1895