Who was the first rock band to perform live with a full symphony orchestra?

The first one I can remember is Mike Oldfield performing Tubular Bells with a symphony orchestra. The Beatles used string quartets, but I don't think they used a symphony orchestra.

The Who - Tommy.

The credit goes to you 'k'.

We had, for example, lots of orchestral works - mainly classical music but also the rock opera Tommy by The Who, performed with the London Symphony Orchestra https://en.wikipedia.org/wiki/Tommy_(London_Symphony_Orchestra_album)#:~:text=Tommy%20is%20a%201972%20album%20by%20the%20London,Rod%20Stewart%20singing%20Roger%20Daltrey%20%27s%20main%20role.
In 1968, Pete Townshend of the Who told Rolling Stone magazine that he planned to write a 90-minute rock opera called 'Tommy,' about a deaf, dumb and blind boy. The opera was released as a double LP in April, 1969, and was hailed by the New York Times as the first pop masterpiece.
Other critics found the work pretentious. But 'Tommy' caught on, the album sold a million copies and a single from it, 'Pinball Wizard,' became a hit.
The Who performed the complete opera only twice, although excerpts from it were included in their concerts. In 1972, Pete Townshend supervised a new recording of 'Tommy' by the London Symphony Orchestra and an all-star cast, including Rod Stewart, Steve Winwood and Richard Harris. 'Tommy' was made into a movie, directed by Ken Russell, in 1976. In 1993, a Broadway version won five Tony Awards. https://en.wikipedia.org/wiki/Tommy_(The_Who_album)

What about Deep Purple, Concerto for Group and Orchestra, 1970 or Moody Blues, Days of future Passed, 1967?

I would also add Excerpt from a Teenage Opera from 1967, which certainly featured orchestral arrangements. https://web.archive.org/web/20121231054333/http://www.kollektionist.net/MarkwirtzTOstory although I can't vouch for the orchestra playing during the live performances- see the original video- https://www.youtube.com/watch?v=ENblHOxi1c4