Witnesses said those who did not die immediately were finished off with bayonets.
The remains were doused with acid and buried in an unmarked pit, where they lay undiscovered until located by amateur researchers in 1979.
In 1991 the bodies of Nicholas, Alexandra and three daughters were exhumed and buried in St Petersburg.
An investigation in 1993 used DNA samples to confirm that among the remains were those of the Tsar. But two bodies were missing: those of son and heir Alexei and his sister Maria.
In 2007, two more sets of remains - believed to be those of the missing siblings - were discovered nearby.
Further tests confirmed the findings as genuine, but the Orthodox Church queried the results and refused to allow the remains to be interred with the rest of the family. As a result, they have remained in storage ever since.
The case is especially significant because the family have been canonised.
Yet because an early investigation concluded that the bodies had been entirely destroyed, sceptics doubt that the remains are genuine.
The current investigation is meant to satisfy the Church so that a burial can finally go ahead this year.
"The exhumation was done in the presence of the Orthodox Church. The necessary samples were taken from the remains of Nicholas II and Empress Alexandra Fyodorovna," said the head of the investigation team.