The settings of the "StartDay" and "EndDay" day names must conform to the locale of the running platform, that make the installation of a QuickFIXJ application difficult when customers have several platforms languages.

It could be very interesting to always set the configuration in US day names whatever the locale setting is; and keep the ability to use local day names anyway.

The quickfix.DayConverter helper class may try to convert day names using Locale.getDefault() then using Locale.US in case of failure, then throw the ConfigError as it does now.