It is narrated from Nafi' that Sayyiduna Ibn Umar (may Allah be pleased with them both) gave the adhan on a cold night at a place called Dajnan, then said: 'Sallu fi rihalikum' (Pray in your dwellings). And he said: The Messenger of Allah (peace and blessings be upon him) used to order the caller, so he would call to the prayer (that is, give the adhan), then after it he would call out: "On a cold night or a rainy night, pray in your dwellings."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 1866