Thanks James for a super quick response!

Yes, following your suggestion it works OK now. 

The thing is I can see dir created by running ActiveMQ, by derbydb in that 

        activemq-data/localhost/derbydb/log
        activemq-data/localhost/derbydb/seg0
        activemq-data/localhost/derbydb/tmp

        activemq-data/localhost/journal

and there are data in those directories.
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