Generally, it is considered proper concert etiquette to clap only after a piece is complete and the conductor has lowered his hands. This means that, for example, if you're listening to Beethoven's Symphony No. 9, which has four movements, it is appropriate to clap after the last movement. You can look at your program book to find out how many movements a piece has. Usually, there is a 15 to 30 second pause in between movements. So, in the case of Beethoven's ninth symphony, you know you're hearing the finale after three pauses. If all else fails, you can always wait for the rest of the audience to clap before applauding.
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