Musnad Ahmad 32:1413

Isma'il ibn 'Umar narrated to us, he said: Yunus narrated to us, Burayd ibn Abi Maryam narrated to us, from Anas ibn Malik, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "The supplication is not rejected between the Adhan and the Iqamah, so supplicate."