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Hisn al-Muslim (Fortress of the Muslim) 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.
Cited in Hisn al-Muslim (Fortress of the Muslim) (No. 26).