what is best practices to implement Multithread + JMS ?

[czy11421]

what is best practices to implement Multithread + JMS ?
Let us assume we are listening financial market data feed. I have this 
coding like this:

class MyClass implements Listener{   

 private final ExecutorService pool = Executors.newFixedThreadPool(poolSize);  

  onMessage(...){
    pool.execute(new Handler(Message));    
   } 

 class Handler implements Runnable {
    public run(){
      // get data, same it into db
    }
  }
}

Anybody can share your experiences in this topic ?

Thanks.