What are they?

"A durable subscription saves messages for an inactive subscriber and delivers these saved messages when the subscriber reconnects. In this way, a subscriber will not lose any messages even though it disconnected. A durable subscription has no effect on the behaviour of the subscriber or the messaging system while the subscriber is active (e.g., connected). A connected subscriber acts the same whether its subscription is durable or non-durable. The difference is in how the messaging system behaves when the subscriber is disconnected." -- http://www.eaipatterns.com/DurableSubscription.html

Why should I use one?

You may occasionally disconnect from the Datafeeds service - your client may crash, you may experience connectivity problems or you might simply need to reboot a machine. A durable subscription stops you losing messages when you're not connected:

The TD and Train Movements feeds are high-volume, and if you disconnect for even a minute, you can lose a lot of data
The VSTP feed contains new schedules, and if you miss one of these, you can't track that train
The TSR feed has a handful of messages on a Friday morning (when the Weekly Operating Notice is published)

The Time-to-Live (TTL) on messages is 5 minutes. As long as you reconnect within 5 minutes from your last connection, on your next connection, you will receive all messages that you may have missed whilst your client was offline.

How do I request a durable subscription?

You don't need to rewrite your client! Just do these three things:

When you send a CONNECT frame, send a client-id in the header. Set this to the email address you use to subscribe - this makes it easy to identify who the durable subscriber belongs to
When you send a SUBSCRIBE frame, send a activemq.subscriptionName header. Set this to a unique string for each feed - for example, the hostname of your subscriber and the feed name, e.g. "prodbox-vstp"
Each time you receive a message, send an ACK so the service knows you've received it

If your client disconnects and reconnects, the service will automatically send all queued messages when you reconnect.