Car stalling when cold

I have just bought my first caterham a week or so ago, a 420R, and I have found that it keeps cutting out when cold. With being new to caterhams I don't know what could be the cause so any advice would be great. The car basically struggles to idle when started. This lasts for about 10 minutes until it's warmed up. I have to heal and toe to keep the Revs on while it's warming up. I'm going to call the dealership I bought it from tomorrow but thought I would ask on here as well.