Mishkat al-Masabih 4 Prayer كتاب الصلاة 492

وَعَنْهُ قَالَ: أَمَرَنَا رَسُولُ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ: ” إِذَا كُنْتُمْ فِي الْمَسْجِدِ فَنُودِيَ بِالصَّلَاةِ فَلَا يَخْرُجْ أَحَدُكُمْ حَتَّى يُصَلِّيَ. رَوَاهُ أَحْمد

He said that God’s Messenger gave them this command, “When you are in the mosque and the call to prayer is made, none of you must go out before he prays.” Ahmad transmitted it.