Sahih Muslim Book 007, Hadith Number 2923.

Chapter : Sa'i between al-Safi' and at-Marwi is essential rite of Hajj and Hajj is not complete without it.

Hisham b. 'Urwa reported on the authority of his father who narrated from 'Aisha. He said to 'Aisha: I think if a person does not run between al-Safa' and al-Marwa, It does not do any harm to him (so far as Hajj is concerned). She said: Why (do you think so)? I said: For Allah says: "Verily al-Safa' and al-Marwa are among the Signs of Allah" (ii. 158) (to the end of the verse), whereupon she said: Allah does not complete the Hajj of a person or his Umra if he does not observe Sa'i between al-Safa' and al-marwa; and if it were so as you state, then (the wording would have been(fala janah an la yatufu biha) ["There is no harm for him if he does not circumambulate between them']. Do you know in what context (this verse was revealed)? (It was revealed in this context) that the Ansar in the Days of Ignorance pronounced the Talbiya for two idols, fixed on the bank of the river which were called Isaf and Na'ila. The people went there, and then circumambulated between al-Safa' and al-Marwa and then got their heads shaved. With the advent of Islam they (the Muslims) did not like to circumambulate between them as they used to do during the Days of Ignorance. It was on account of this that Allah, the Exalted and Majestic, revealed: "Verily al-Safe and al-Marwa are among the Signs of Allah" to the end of the verse. She said: Then people began to observe Sa'i.

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