A piece of classical music usually with several movements (6)

I believe the answer is:

sonata

(Other definitions for sonata that I've seen before include "eg Moonlight, Kreutzer" , "Musical piece" , "Eg, Beethoven's Kreutzer or Spring" , "Music to play (not sing)" , "Musical composition for one instrument or two" .)

I've seen this clue in the Sydney Morning Herald.

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