The game takes place at the same time frame as Zero and Ao no Kiseki in the Erebonian Empire. Players who played the aforementioned prequels will be able to notice the overarching plot concerning the The Legend of Heroes series, such as the formation of the "that police unit" in Crossbell state and the conference between the three countries a few month after amongst other tidbits. The game's plot is centered around the newly formed special class "Class VII" in Thors Military Academy, composed of both aristocrats and normal Erebonian citizens. Class VII is the only class in the entire academy that does not segregate the two different social classes. The game follows Class VII throughout their school year, mainly around the times when Class VII receive special field training that takes them all over Erebonia. Source: Wikipedia, "The Legend of Heroes: Trails of Cold Steel", available under the CC-BY-SA License.