Some people eat Sehri until they hear Fairj adhan, Is this acceptable?

Consider that sehri time is before 4.30 AM and Fajr time is around 5.30 AM.

But, some of my friends and relatives do sehri after 4.30 AM and they try to complete it before the call to prayer(Adhan) for Fajr - 5.30 AM.

If it is wrong, are there any hadiths or sayings from Quran stating it is wrong ?

Also, they are saying that, it can be done and I'm confused. Then, what is the necessity of following the time, where everyone can follow the Adhan?

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