Musnad Abu Ya'la al-Mawsili 127:2

Muhammad ibn al-Minhal narrated to us, Yazid ibn Zuray' narrated to us, Isra'il ibn Yunus narrated to us, from Abu Ishaq al-Hamdani, from Burayd ibn Abi Maryam al-Saluli, from Anas ibn Malik, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "Supplication between the Adhan and the Iqamah is answered, so supplicate."