Nobody has found any record of this Tsar-story in accounts of the 1914 tournament. If I remember correctly, the idea appeared to have originated with a comment that Marshall made in a post card. My guess is that somebody read a statement on behalf of the tsar, congratulating the grandmasters of chess, and Marshall somewhat embellished what happened. I have seen it reported that the term, grandmaster, had been used well before 1914.
Who is the first Chess GM?
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I want to know if it is
Siegbert Tarrasch