JConsole is a management tool that comes with the Java Runtime Environment (6+) or Java Development Kit (5+) and provides a very simple view of managed beans. It requires no special configuration to be used with Qpid.
You can run JConsole with the command 'jconsole' assuming you have Java installed and configured to be available in your PATH.

Recent versions of the broker can make use of SSL to encrypt their RMI based JMX connections. If the broker being connected to is making use of this ability then additional configuration may be required, particularly when using self-signed certificates, in order to provide JConsole with access to an SSL truststore capable of validating the certificate recieved from the broker. If you dont to do this JConsole will fail to connect, although it will not emit a clear indication of why.

As example, in order to connect to the broker using the test SSL resources within the Qpid subversion repository, in the trunk/qpid/java directory the following command could be used to start jconsole:

jconsole -J-Djavax.net.ssl.trustStore=test-profiles/test_resources/ssl/certstore.jks -J-Djavax.net.ssl.trustStorePassword=password

To attach to a (remotely) running broker, simply enter the host, port, and login details in the JConsole connect dialog.
Once you are connected expand the tree nodes marked "org.apache.qpid" to gain access to the Qpid related MBeans.

For further details see Sun's JConsole guide

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