Musnad Ahmad 938:20

Muhammad ibn Ja'far narrated to us, Shu'bah narrated to us, 'Amr ibn Abi Hakim narrated to me, he said: I heard al-Zibriqan narrating from 'Urwah ibn al-Zubayr, from Zayd ibn Thabit, who said: "The Messenger of Allah (peace and blessings of Allah be upon him) used to pray the Dhuhr prayer in the midday heat, and there was no prayer more difficult for the companions of the Prophet (peace and blessings of Allah be upon him) than it. He said: Then it was revealed: 'Guard strictly the (five obligatory) prayers and the middle prayer' [Al-Baqarah: 238]. He said: 'There are two prayers before it, and two prayers after it.'"