Order Entry Preferences - General - Validations & Confirms
Use the General - Validations & Confirms dialog to set up validation warnings and enable/disable order confirms for all open orders.
Access using the Desktop File > Preferences > Order Entry menu sequence and select General > Validations & Confirms.
Confirms 
- Check the Always confirm when canceling all open orders (all asset types) setting to display the Confirm dialog when canceling all open order for all asset types.
Click OK to apply changes or Cancel to exit without changes.