كتاب صلاة المسافرين وقصرها
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The Book of Prayer - Travellers
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Chapter: 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
(9)
باب كَرَاهَةِ الشُّرُوعِ فِي نَافِلَةٍ بَعْدَ شُرُوعِ الْمُؤَذِّنِ ‏
Sahih Muslim 710 a

Abu Huraira reported the Messenger of Allah (ﷺ) as saying:

When the prayer commences then there is no prayer (valid), but the obligatory prayer. This hadith has been narrated by Warqa' with the same chain of transmitters.
وَحَدَّثَنِي أَحْمَدُ بْنُ حَنْبَلٍ، حَدَّثَنَا مُحَمَّدُ بْنُ جَعْفَرٍ، حَدَّثَنَا شُعْبَةُ، عَنْ وَرْقَاءَ، عَنْ عَمْرِو بْنِ دِينَارٍ، عَنْ عَطَاءِ بْنِ يَسَارٍ، عَنْ أَبِي هُرَيْرَةَ، عَنِ النَّبِيِّ صلى الله عليه وسلم قَالَ ‏ "‏ إِذَا أُقِيمَتِ الصَّلاَةُ فَلاَ صَلاَةَ إِلاَّ الْمَكْتُوبَةُ ‏"‏ ‏.‏ وَحَدَّثَنِيهِ مُحَمَّدُ بْنُ حَاتِمٍ وَابْنُ رَافِعٍ قَالاَ حَدَّثَنَا شَبَابَةُ حَدَّثَنِي وَرْقَاءُ بِهَذَا الإِسْنَادِ ‏.‏
Reference : Sahih Muslim 710a
In-book reference : Book 6, Hadith 75
USC-MSA web (English) reference : Book 4, Hadith 1531
  (deprecated numbering scheme)