Musannaf Ibn Abi Shayba 21:127

Ubayd Allah narrated to us, Isra'il informed us, from Abu Ishaq, from Burayd ibn Abi Maryam, from Anas, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Indeed, the supplication is not rejected between the Adhan and the Iqamah, so supplicate."