Abd al-Malik (may Allah have mercy on him) narrates from his father, who narrates from his grandfather, that he (peace and blessings be upon him) said: "Screen yourselves (with a sutrah) in your prayer, even if it is only with an arrow."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3465