Musnad Abu Ya'la al-Mawsili 127:1

'Abd al-A'la narrated to us, 'Uthman ibn 'Umar narrated to us, Isra'il narrated to us, from Abu Ishaq, from Burayd ibn Abi Maryam, from Anas ibn Malik, that the Messenger of Allah (may Allah bless him and grant him peace) said: "Behold, indeed the supplication is not rejected between the Adhan and the Iqamah, so supplicate."