Patience

Umar (ra) said: 'We achieve the best living by Sabr"

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Source: Pg 289, Healing with the Medicine of the Prophet (pbuh) by Imam Al Jauziyah

Umar's dua after reciting the Qur'an

اللهمَ ارزُقنى التفكُّر و التدَبُّر بما يتلوهُ لسانى من كتابِك ، و الفهمَ لهُ ، والمَعرِفَةَ بِمعانيهِ ، والنَّظرَ فى غجآئِبِهِ ، والعَمَلَ بِذٰلِك ما بقِيتُ اِنَّكَ علىٰ كلِّى شَيءٍ قديرٌ
Oh Allah! grant me the ability to reflect and ponder on, and to understand whatever my tongue reads from your Book (Qur'an); and to go into the depts of its meanings and to recognise its wonders; and to act according to it as long as I live. Indeed You have power over everything.

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Source: Al Huda International Institute

Market business rule

Sayyiduna Umar ibn al-Khattab said:
“No one who has not gained knowledge of our religion may enter our markets; otherwise, they will fall into usury whether they like it or not.”

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Source: Sharh Ihya’ `Ulum al-Din,Kitab al-Ilm

Umar's fear

`Umar bin Khattab he was so firm in his practice of Islam that he usually could sense what was right or wrong before the Prophet (pbuh) had informed others of it. He used to say to his friends: If a mule stumbles near the Euphrates River, I fear being questioned by Allah as to why I had not paved the road for it.

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Source: Umar bin Al-Khattab: The Second Caliph of Islam -The Golden Series of the Prophet's Companions

Umar sleeping under a tree

One afternoon a Roman emissary arrived in Madinah on important diplomatic business with the Caliph. When he enquired as to the whereabouts of Umar (RA), he was directed to a man sleeping peacefully under a tree: with no bodyguards, no weapons, no fortifications and no security. The Roman messenger marvelled at this sight: the sight of the leader of millions of people sleeping peacefully under a tree without a care in the world. He then remarked his famous words that remain etched into history until today: “O Umar! You ruled. You were just. Thus you were safe. And thus you slept.”

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Source: Babar Ahmed, The Stone of Justice
Note: If someone can find the proper source of the story, I'd really appreciate it. I'll look for it as well.

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Note (added Feb 13): The story is on Wikipedia as well.

Rasoolullah said about Umar

The Prophet Muhammad (pbuh) said:

I see that devil either from humans or jinn, runs away from Umar. (Tirmidhi)

I saw in a dream that I was given a bowl of milk which I drunk and remaining I gave it to Umar. (Tirmidhi)

No doubt, Allah has issue truth, on the tongue and in the heart of Umar. (Tirmidhi)

If some else Prophet should have been proposed by Allah after me, would have been Umar bin Khattab. (Tirmidhi)

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Source: Hazrat Umar-e-Farooq (r.a)