Fiqh-us-Sunnah Volume 5, Hajj and ‘Umrah, Fiqh 5.108.

Section : Order in Throwing Pebbles.

It is confirmed that the Prophet (peace be upon him) used to begin with the first Jamarah that is near Mina, then he would go to the middle Jamarah further away, and then he would go to the Jamarah Al-Aqabah. Likewise it is proven that he said, “Take your religious rites from me.”

The three of the leading Imams take this as indicating that observing sequence in throwing pebbles at the Jamarahs is a necessary condition and must be azhered to, because this is what the Prophet (peace be upon him) did. The Hanafi school, however, holds that sequence is only sunnah.