Musnad Abu Ya'la al-Mawsili 240:1

Sa'id ibn Yahya al-Umawi narrated to me, he said: My father narrated to me, he said: Ibn Jurayj narrated to us, from Kathir ibn Kathir, from Ali ibn Abdullah, from Zayd ibn Harithah, who said: A man asked the Messenger of Allah (may Allah bless him and grant him peace) about the time of the morning prayer. He said: "Pray it with me today and tomorrow." When he was at the bottom of Namirah in al-Juhfah, he prayed it when the dawn broke. Then, when he was at Dhu Tuwa, he delayed it until the people said: "The Messenger of Allah (may Allah bless him and grant him peace) has been taken (passed away)." They said: "If only we had prayed." Then the Prophet (may Allah bless him and grant him peace) came out and prayed it before the sun (rose). Then he turned to the people and said: "What did you say?" They said: "We said: 'If only we had prayed.'" He said: "If you had done so, punishment would have afflicted you." Then he called the questioner and said: "The prayer is between these two prayers."