Hi Martin,

As a first note, please consider that the JMX interfaces are only available in Lightstreamer Vivace (and is disabled in Moderato, Allegro and Presto).

To connect to Lightstreamer's internal MBean server with JConsole, you should use the rmi connector, rather than the jmxmp connector.
In lightstreamer_conf.xml you should uncomment the following line:
<rmi_connector_port>8888</rmi_connector_port>

Launch JConsole, then specify the this remote process:
service:jmx:rmi:///jndi/rmi://localhost:8888/lsjmx