*** Very important ***
Check this to see what is preventing the computer from sleeping…

powercfg -requests

Tip: Prevent open files from disabling sleep (System)
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\ Control\ Power\ PowerSettings\ 238C9FA8-0AAD-41ED-83F4-97BE242C8F20\d4c1d4c8-d5cc-43d3-b83e-fc51215cb04d]

In there, set Attributes to 0 (the default value is 1, which means hide).”

Then… Power options -> Change Plan Settigns -> Change Advanced Power settings -> Sleep -> Allow sleep with remote opens (make sure show hidden if not shown)

using System;
using Apache.NMS;
using Apache.NMS.Util;
using Apache.NMS.ActiveMQ;
using Apache.NMS.ActiveMQ.Commands;


namespace TestActiveMQ
{
    class Program
    {
        static void Main(string[] args)
        {
            IConnectionFactory factory = new ConnectionFactory("tcp://localhost:61616/");

            using (IConnection connection = factory.CreateConnection())
            {
                connection.ClientId = "MYID";
                connection.Start();

                using (ISession session = connection.CreateSession())
                {
                    IMessageConsumer consumer = session.CreateConsumer(new ActiveMQQueue("px_contracts_update"), null, false);
                    consumer.Listener += consumer_Listener;

                    Console.ReadLine();
                }

                connection.Stop();
            }
        }

        private static void consumer_Listener(IMessage message)
        {
            Console.WriteLine("Got: " + ((ITextMessage)message).Text);
        } 

    }
}