As Martha is traveling freely with the Doctor, the story may be set somewhere between the series three episodes "42" (which follows directly on from Martha's invitation to long-term travel in "The Lazarus Experiment") and "Utopia" (which begins the series finale). However, the Character Bios on the DVD release state that Martha is traveling with the Doctor for one more trip, which seems to set it before "The Lazarus Experiment". The Doctor states in both the first and third segment that the serial takes place in the 40th century. Caw indicates that many years have passed between the first and second episode, in which time Baltazar has gone to prison, supposedly sold out by Caw, and has since got out again.