Sunan an-Nasa'i, Volume 1, Book 7, Hadith 655 (DarusSalam)

It was narrated from Nafi' that Ibn 'Umar gave a call to prayer on a cold and windy night, and he said: "Pray where you are, for the Prophet used to order the Mu'adhdhin, if it was a cold and rainy night, to say: 'Pray in your dwellings.'"

أَخْبَرَنَا قُتَيْبَةُ، عَنْ مَالِكٍ، عَنْ نَافِعٍ، أَنَّ ابْنَ عُمَرَ، أَذَّنَ بِالصَّلاَةِ فِي لَيْلَةٍ ذَاتِ بَرْدٍ وَرِيحٍ فَقَالَ أَلاَ صَلُّوا فِي الرِّحَالِ فَإِنَّ رَسُولَ اللَّهِ صلى الله عليه وسلم كَانَ يَأْمُرُ الْمُؤَذِّنَ إِذَا كَانَتْ لَيْلَةٌ بَارِدَةٌ ذَاتُ مَطَرٍ يَقُولُ أَلاَ صَلُّوا فِي الرِّحَالِ ‏.‏

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also referenced under: Book 7, Hadith 661 (In-Book)