Trails of Cold Steel III is the third part of a four-game series. It came out for PlayStation 4 in the U.S. on October 22. Trails of Cold Steel IV, the last part of the story, came out in Japan in 2018.
The Legend of Heroes series of Japanese role-playing games has been going on since 1989, although many of its installments never reached the U.S.. The series gained some traction in the country when The Legend of Heroes: Trails in the Sky came out in 2011.
This is the first Legend of Heroes game coming to Switch. Sadly, that means that the first two Trails of Cold Steel titles aren’t on the platform, so if you want the full story, you’ll have to start the series on a non-Switch platform.