Riyad as-Salihin

'Abdullah bin Mughaffal (May Allah be pleased with him) reported: The Messenger of Allah (ﷺ) said, "There is a Salat (prayer) between every Adhan and Iqamah; there is a Salat between every Adhan and Iqamah." (While saying the same for the) third time (he (ﷺ) added), "It is for him who desires (to perform it)."

[Al-Bukhari and Muslim].