Yahya related to me that Malik said, "Someone who comes to Makkaat or before the new moon of Dhu'l-Hij ja and goes into ihram for thehajj should do the full prayer until he leaves Makka for Mina, andthen he should shorten the prayer. This is because he has decided tostay there for more than four nights."
USC-MSA web (English) reference: Book 20, Hadith 213