You can order a whiskey any way you want it. It’s your drink. If you like it with crushed ice, a splash of water, or even a splash of cola, go for it. How you enjoy your beverage is totally up to you. However, if you’re looking to get the most out of the whiskey you’ve ordered, purists would dissuade you from watering it down with ice that will melt quickly.
If you don’t enjoy your whiskey neat and at room temperature, your best bet for getting the whiskey cool is one large cube. A big rock won’t get the whiskey as cold or as quickly as crushed ice will, but it also won’t give off as much water, thereby diluting the dram. Standard cubes are also a better option than crushed when it comes to dilution, just be mindful of how quickly they’re melting. But at the end of the day, however you drink your whiskey is up to you, and don’t let anyone else tell you otherwise.