What it is exactly the file like "SAMS.O01005.L1SYSC.D2009042.T123923 " and when this one is created ?

Release:
Component: VANT

This file is a log file dynamically created for the "System Activity Log" object in CA Vantage. It is active by default and controlled by sysparm MSGLGSUP. 

When MSGLGSUP is active, CA Vantage messages are written to a journal file. Which in your case is “SSAMTT11.O01005.L0AMVS.MESSAGE.JOURNAL” 

If the file is deleted , when you bounce the task a new log file will be dynamically allocated. 

Once a certain number of messages have been written to the JOURNAL file, they are logged to the O01005 log file or " SSAMTT11.O01005.LXEMVS.D2018101.T234732....."  in your case. 

Allocation of the "System Activity Log" Trend file (object "O01005") is controlled with sysparms, MSGBREAK and MSGSHOTS: 
------- 
MSGSHOTS 
System activity messages (object MSG) are kept in memory and a journal file 
until 1100 have been accumulated. At this point, the 1100 messages are 
written to the log file for this object, and the accumulation of the next 
1100 begins. The 1100 messages represent 1 shot to the log file, which 
requires 4 tracks of 3390 space. 
Specify a number (1 to 9999) which provides your desired primary allocation value.
Applies to: GMI and Base System 
Default: (150) 
------- 
MSGBREAK 
Specifies the condition for creating a new data set when logging the system activity messages.
Applies to: GMI and Base System 
Default: (FULL) 
The following options are available: 
FULL 
Creates a new log data set when the current one is full. 
EVERY 
Creates a new data set every time it logs an object. 
DAY 
Creates a new log data set with every change in day. 
WEEK 
Creates a new data set with every change in week. 
MONTH 
Creates a new data set with every change in month. 

To optimize performance and disk space usage, 1100 messages are buffered before they are written to the log file. The buffer that spans midnight will usually contain messages from both before and after midnight. If a break on day, week or month is being used, and the current (after midnight) day represents a change in that value, a new log is created and all 1100 records are written to it. As a result, the first log file for the new break period will usually begin with the final messages for the prior period. The break period guarantees that messages starting a new period are placed in a log for that new period. No effort is made to ensure that the final messages ending the prior period are placed at the end of the log file for the prior period, or a new data set associated with the prior period. 

MSGSHOTS
 System activity messages (object MSG) are kept in memory and a journal file until 1100 have been accumulated. At this point, the 1100 messages are written to the log file for this object, and the accumulation of the next 1100 begins. The 1100 messages represent 1 shot to the log file, which requires 4 tracks of 3390 space. When a new log file must be allocated, the primary and secondary allocations are:
Primary space = (4 trks)(MSGSHOTS value)+1
Secondary space = (4 trks)(1)+1
Specify a number (1 to 9999) which provides your desired primary allocation value. See also parameter MSGBREAK.
 

One other suggestion is...
The JOURNAL file (object O01005) can be turned off with this Vkgparm:
 MSGLGSUP (N) * Turn off the Vantage Activity (message) log *