The Excellence of the Adhan and the Response to the Mu’adhdhin - Section 3 Mishkat al-Masabih 679
Arabic hadith text
وَعَنْهُ قَالَ: كُنَّا نُؤْمَرُ بِالدُّعَاءِ عِنْدَ أَذَانِ الْمغرب. رَوَاهُ الْبَيْهَقِيّ
Translation
He said, “We used to receive command to make a supplication when the call to the sunset prayer was being made.”Baihaqi transmitted it in ad-Da'awal al-kabir.