Sahih Bukhari Volume 001, Book 011, Hadith Number 598.

Narated By Anas bin Malik : "When the Mu'adhdhin pronounced the Adhan, some of the companions of the Prophet would proceed to the pillars of the mosque (for the prayer) till the Prophet arrived and in this way they used to pray two Rakat before the Maghrib prayer. There used to be a little time between the Adhan and the Iqama." Shu'ba said, "There used to be a very short interval between the two (Adhan and Iqama)."

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