Grand Duchess Olga Alexandrovna of Russia

Grand Duchess Olga Alexandrovna of Russia was the youngest child and younger daughter of Emperor Alexander III of Russia and younger sister of Tsar Nicholas II.

Olga was the youngest daughter of Tsar Alexander III and his consort, Marie Feodorovna, formerly Princess Dagmar of Denmark. She was born in the purple, i.e. during her fathers reign, onJune 1882 in the Peterhof Palace, west of central Saint Petersburg. Her birth was announced by a traditional 101gun salute from the ramparts of the Peter and Paul Fortress, and similar salutes throughout the Russian Empire. Her mother, advised by her sister, Alexandra, Princess of Wales, placed Olga in the care of an English nanny, Elizabeth Franklin.

Source: Wikipedia