Sahih Muslim

Sahih Muslim 711 b

It is disliked to start a voluntary prayer after the Mu’adhdhin has started to say Iqamah for prayer, whether that is a regular sunnah, such as the sunnah of Subh or Zuhr, or anything else, and regardless of whether he knows that he will catch up with the rak`ah with the Imam or not
Arabic hadith text
حَدَّثَنَا قُتَيْبَةُ بْنُ سَعِيدٍ، حَدَّثَنَا أَبُو عَوَانَةَ، عَنْ سَعْدِ بْنِ إِبْرَاهِيمَ، عَنْ حَفْصِ بْنِ عَاصِمٍ، عَنِ ابْنِ بُحَيْنَةَ، قَالَ أُقِيمَتْ صَلاَةُ الصُّبْحِ فَرَأَى رَسُولُ اللَّهِ صلى الله عليه وسلم رَجُلاً يُصَلِّي وَالْمُؤَذِّنُ يُقِيمُ فَقَالَ ‏"‏أَتُصَلِّي الصُّبْحَ أَرْبَعًا ‏"‏ ‏.‏
Translation
Ibn Buhaina reported

The dawn prayer had commenced when the Messen- ger of Allah (ﷺ) saw a person observing prayer, whereas the Mu'adhdhin had pronounced the Iqama. Upon this he (the Holy Prophet) remarked: Do you say four (rak'ahs) of Fard in the dawn prayer?