It is narrated from Sayyiduna Mihjan (may Allah be pleased with him); he said: I came to the Prophet (peace and blessings be upon him) when I had already prayed among my family. Then the prayer was established and I remained sitting. When he (peace and blessings be upon him) had finished leading the prayer, he said: "Are you not a Muslim?" I said: "Of course." He (peace and blessings be upon him) said: "What prevented you from praying with the people?" I said: "I had already prayed among my family." He (peace and blessings be upon him) said: "Pray with the people as well, even if you have already prayed among your family."
Sufyan narrated it like this from Zayd bin Aslam, from Bishr bin Mihjan, and he made an error in it; the correct name is Busr bin Mihjan. Imam Malik and the other students of Zayd bin Aslam narrated it like that.
Hadith Referenceالمعجم الكبير للطبراني / باب الميم / 17828