Olga was the youngest daughter of Emperor Alexander III and his consort, Empress Marie, formerly Princess Dagmar of Denmark. She was born in the purple (i.e., during her father's reign) on 13 June 1882 in the Peterhof Palace, west of central Saint Petersburg. Her birth was announced by a traditional 101-gun 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.