Mishkat al-Masabih #632
Prayer
The Arabic includes the chain of narration (sanad) and the collector's commentary; the English translation shows the Prophet's words only.
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.
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About Mishkat al-Masabih
This hadith is #632 from Mishkat al-Masabih, in the Book of Prayer.