Sahih Muslim 711 a
The Book of Prayer - Travellers
It is disliked to start a voluntary prayer after the Mu’adhdhin has started to say Iqamah for prayer, whether that is a regular sunnah, such as the sunnah of Subh or Zuhr, or anything else, and regardless of whether he knows that he will catch up with the rak`ah with the Imam or not
'Abdullah b. Malik b. Buhaina reported: The Messenger of Allah (ﷺ) happened to pass by a person who was busy in praying while the (Fard of the) dawn prayer had commenced. He said something to him, which we do not know what it was. When we turned back we surrounded him and said: What is it that the Messenger of Allah (ﷺ) said to you? He replied: He (the Prophet) had said to me that he perceived as if one of them was about to observe four (rak'ahs) of the dawn prayer. Qa'nabi reported that 'Abdullah b. Malik b. Buhaina narrated it on the authority of his father. (Abu'l-Husain Muslim said): His assertion that he has narrated this hadith on the authority of his father is not correct.