Sahih Muslim Book 004, Hadith Number 1487.

Chapter : The prayer of travellers and its shortening.

Ibn 'Umar announced Adhan for prayer on a cold, windy night. Then added: Pray in your dwellings; and then said: When it was a cold, rainy night, the Messenger of Allah (may peace be upon him) used to command the Mu'adhdhin to say "Pray in your dwellings."

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