Mishkat al-Masabih 4 Prayer كتاب الصلاة 111

وَعَنْهُ قَالَ: كُنَّا نُؤْمَرُ بِالدُّعَاءِ عِنْدَ أَذَانِ الْمغرب. رَوَاهُ الْبَيْهَقِيّ

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 .