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Today I've come across this story:

... At last, the soldiers were very close. David ran into a cave to hide. He heard the footsteps of the men and knew that they would soon find him. David was so afraid, his bones shook and hurt.

But then David saw a big spider at the front of the cave. Very quickly, it was spinning a web all the way across the opening. Just before the soldiers came up to the cave, the spider finished the web. As the men started to enter the cave, they ran into the web. "Look," they said, "This web is unbroken. If David were here, he'd have torn the web to pieces. He must be hiding somewhere else. Let's go!"

which bears striking resemblance to the following story which is believed to took place during Hijrah, well known by most of the Muslims:

... Their Prophet (peace and blessings be upon him) was accompanied by his best friend started their journey in the depths of the night. They managed to leave Makkah, despite being hunted down. They hid in a cave. It was late at night and they were in danger. Alhamdulillah, Allah is the Most Merciful. Even while in the cave, they were nearly caught by the Quraysh…their assassins who were hot on their heels. Then there was a spider. It spun a web to protect Prophet Muhammad and Abu Bakr Siddique. The Quraysh people came and they saw a spider’s web worth days and days of work. So there was no doubt that the two men could have hidden in the cave without such a large spider web in front of it.

I wonder what scholars think of the Muslim version of the story. Do they deem it as a fabrication/part of Isra'illiyat or as authentic?

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This story does not have any authentic hadith that validates it.

The story of the cave of Thawr is one such story that the chain of narration was not strictly scrutinized by some scholars. It was narrated through 'Abdullah ibn 'Abbās and documented by Ibn Hanbal in his Musnad (hadith 3251).

This hadith was graded as hassan (good) by Ibn Hajar in Fat'h al-Bārī (gloss of hadith 887) and Ibn Kathir in As-Sīrah an-Nabawiyyah (Vol. 2, pp. 239) and in Al-Bidāya wa an-Nihāyah (Vol. 4, pp. 451), and and it was graded as da'īf (weak) bu Al-Albani in Silsilat al-Ahādith ad-Da'īfa wa al-Mawdū'a (Vol. 13, pp. 741. Needless to say, it was documented in multiple books, more than what can be listed in a single answer, but these are the major commentaries on its authenticity.

The hadith is narrated through Abdur-Razzāq through Ma'mar through 'Uthmān al-Jarazi through Miqsam through Ibn 'Abbās. 'Uthmān al-Jarazi (Arabic: عثمان الجزري) is considered weak in hadith by Ibn Abi Hātim in Al-Jarh wa at-Ta'dīl (Vol. 6, pp. 174) and that only Ma'mar and An-Nu'mān narrated through him. Ibn Hanbal said that he had multiple weak narrations. It seems that considering the hadith as da'īf (weak) is the stronger opinion due to 'Uthmān al-Jarazi being in the narration, the opinion with which most other scholars of hadith agree.

The governing principle for such stories is what Imam Ahmad ibn Hanbal said in Al-Kefāya:

إذا روينا عن رسول الله -صلى الله عليه وسلم- في الحلال والحرام والسنن والأحكام تشدَّدنا في الأسانيد، وإذا روينا عن النبي -صلى الله عليه وسلم- في فضائل الأعمال، وما لا يضع حكمًا أو يرفعه تساهلنا في الأسانيد

NOTE: My own translation, so treat with care:

If we get narrations of the Messenger of Allah ﷺ about halāl and harām, we are very strict about narration chains. If we get narrations of the Messenger of Allah ﷺ about virtues of deeds and what does not have associated rulings, we are more lenient on narration chains.

On another note, the hadith has different versions documented in Musnad Abi Bakr and Kashf al-Astār. The hadith in Musnad Abi Bakr has Ibn Mūssa ash-Shaybani (Arabic: بشار بن موسى الشيباني الخفاف) in its chain of narration, and his hadith is forsaken for being munkar (according to Yahya ibn Ma'īn, An-Nasā'i, Ibn Hajar, and others), in addition to the hadith being mursal with one member of the chain of narration missing (and even considered mu'dal by some scholars, i.e., missing two consecutive members in the chain of narration). The hadith in Kashf al-Astār is a different version that refers to a pigeon establishing its nest and laying its eggs at the entrance of the cave in addition to the spider's web. This hadith was also deemed da'īf at best and was graded munkar by Al-Albani. It has two unknown men in its chain: 'Awn ibn 'Umair (Arabic: عون بن عمير) and Abu Mus'ab (Arabic: أبو مصعب). The men in the chain of narration were deemed unacceptable by Yahya ibn Ma'īn, Al-Bukhāri, Adh-Dhahabi, Ibn Kathir, and others.

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