Assalaamu alaykum wa rahmatullaahi wa barakaatuh. Does the hadith: “There is a prayer between every azan and iqamaah (second and final call to prayer)” has to do with the azan itself or with the time of the prayer. For example, if the ʻAsr is at 15:00 but the mosque gives the azan at 15:30 and I have already prayed four rak'ahs at home and two rak'ahs to greet the mosque at 15:20, is it still sunnah for me to pray after the azan at 15:30? Or does this prayer have the same status as any other prayer at a time which there is no hadith about?

All perfect praise be to Allaah, The Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad, sallallaahu ʻalayhi wa sallam, is His slave and Messenger. 

The Prophet, sallallaahu ʻalayhi wa sallam, said, “There is a prayer between every two athaans; there is a prayer between every two athaans.” Then he said in the third time, “for the one who wishes to perform it.” [Al-Bukhari and Muslim]

This hadeeth is related to the recommendation of performing a voluntary prayer between every athaan and iqaamah aside from the Sunnah prayers performed when the time of the obligatory prayer starts. For instance, when the time for ʻAsr prayer starts and you performed whatever voluntary prayers you wished at home and then went to the mosque before the athaan and then the athaan was called, it is recommended that you perform a voluntary prayer between the athaan and the iqaamah. This voluntary prayer is not a regular Sunnah prayer; rather, it is recommended for whoever wishes to perform it, and there is no harm in leaving it because the Prophet said in the above-mentioned hadeeth, “for him who wishes to perform it.”

Shaykh-ul-Islam Ibn Taymiyyah wrote:

“It has been authentically reported that the Prophet, sallallaahu ʻalayhi wa sallam, said, 'There is a prayer between every two athaans; there is a prayer between every two athaans;' then he said in the third time: 'for him who wishes to perform it.' He said that it is for him who wishes to perform it lest people would mistake it for a Sunnah. This clarifies that the voluntary prayer before ʻAsr, Maghrib, and 'Ishaa' prayers is a good thing but not a Sunnah prayer. Whoever wishes to pray before ʻAsr, Maghrib, or ʻIshaa' based on this, he is allowed to do so. However, he should not believe that such voluntary prayers are regular Sunnah prayers that the Prophet, sallallaahu ʻalayhi wa sallam, used to perform like those he used to regularly pray before Thuhr and after it and after Maghrib . That would be incorrect.” [Majmooʻ Al-Fataawa]

Mukhtasar Al-Fataawa Al-Misriyyah reads, “The statement of the Prophet, sallallaahu ʻalayhi wa sallam, ‘There is a prayer between every two athaans’ refers to the prayer between the athaan and the iqaamah. It is recommended and is not a regular Sunnah prayer.”

Allaah knows best.