If I can remember correctly, there would have been dancing, with midnight supper and then more dancing afterward, until the wee hours of the morning.
According to Grand Duchess Olga Alexandrovna, it was at this ball that her brother, Grand Duke Michael, lost a crown jewel. She does not mention what jewel it was, but describes how police conducted a lengthy and thorough search for the jewel afterward, including searching the potted palms decorating the three state rooms in which the ball was held. She was clearly distressed at the memory.