Musnad Abu Ya'la al-Mawsili 140:24

Zuhayr ibn Harb narrated to us, Waki' narrated to us, Abu al-Umays 'Utbah ibn 'Abd Allah narrated to us, from Yazid al-Raqashi, from Anas, who said: The Messenger of Allah (may Allah bless him and grant him peace) said: "When the caller to prayer (mu'adhdhin) gives the call, the gates of the heaven are opened, and the supplication is not rejected between the call to prayer (adhan) and the iqamah."