When you get the Large Order Size message you may not want to take the time to create and then edit additional individual orders. You can use the "Create Duplicate" feature in Classic TWS to create these orders for you. To use the "Create Duplicate" feature, start by creating a new order in Classic TWS and adjust the amount to a smaller quantity that will be accepted. Right click on the order row and select "Create" from the pop up menu (you may have to expand the menu by clicking on the small circle at the bottom). Select "Duplicate" from the side menu. This will create another separate order with the identical order details. After creating additional identical orders, you can transmit all of the orders at one time by going to the top of Classic TWS and clicking on the "Trade" menu followed by Transmit and "Transmit All Orders on Page" (or any of the other available choices). Please note, you can also use the "Create Duplicate" feature when right clicking on an order row for an open working order.
You can preview an individual order by right clicking on the order row and selecting "Check Margin Impact". You can then multiply the value in the Check Margin Impact's "Change" column by the number of orders you are going to transmit. You can also use the "Cancel All Orders" feature which is available under the Trade menu in Classic TWS followed by Cancel.