Qawiy
What to say upon hearing the Athan (call to prayer)
Ch. 15What to say upon hearing the Athan (call to prayer)
Hisn #26
((يَدْعُو لِنَفسِهِ بَيْنَ الْأَذَانِ وَالْإِقَامَةِ فَإِنَّ الدُّعَاءَ حِينَئِذٍ لاَ يُرَدُّ)).
One should also supplicate for himself during the time between the athan and the iqamah as supplication at such time is not rejected.

At-Tirmidhi, Abu Dawud, Ahmed. See Irwaa Al-Ghalil 1/262.

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