The Messenger of Allah ﷺ said, "Supplication made between the adhan and the iqamah is not rejected."
حدثنا محمود بن غيلان حدثنا وكيع وعبد الرزاق وأبو أحمد وأبو نعيم قالوا حدثنا سفيان عن زيد العمي عن أبي إياس معاوية بن قرة
قال رسول الله ﷺ الدعاء لا يرد بين الأذان والإقامة
[Sahih] Abu Dawud also reported it, in the Book of Prayer, chapter on supplication between the adhan and the iqamah, no. 521, from the hadith of Sufyan Thawri, through Zayd Ammi, who is daif. But his hadith has a sahih corroborating witness in Ahmad, 3/225, and Ibn Khuzayma graded it sahih, no. 426, 427, and with this the hadith is sahih.