There is a very similar expression: quot; Getting between the legs of horses quot; What do something risky with the risk to get hurt. The origin of most of the sayings and popular sayings comes from Spain, although they also come from America. The particular history of the origin of each can be found in a specialized dictionary of such.
The exact expression that we use in Spain is stay or be at the feet of the horses or leave or put someone at the feet of horses which means stay, be or let someone helpless in a situation painful or committed only to the danger, in a bind. This may be something casual or intentional. Probably is an anglicism " by the foot of the 34 horses. The expression refers to the situation in which someone falls off the horse, as a soldier in war, and can be depressed by it.