Could it be Lhardy?
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""Carrera de San Jeronimo, 8, Madrid, Spain 28014 · 91-522-2207

User Rating: 9.6 / 10

Description: This classy, stand-up snack bar has an antique décor that has survived since its establishment in 1839. This bar is famous for its inexpensive selections, including some delicious tapas. You must try the croquettes, and if you happen to be in the area on a chilly day, Lhardy's soup is the perfect remedy for the cold. METRO: Sol""
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It is about one block from Sol if I remember correctly with a uniformed doorman...Prety expensive, especially now.

Best,

JA