Eclipse and OpenOCD works only, if I program the MCU on Discovery board
@Arsenal is right. OpenOCD requires a board-specific config file which is in your case is probably for an STM32F4. In Debug Configuration check the Debugger tab of your OpenOCD Debugger and change the config file at the Other options to match your board.



You can check the existing/available config files in the following directories:


  \openocd-0.9.0\tcl\target
  
  \openocd-0.9.0\tcl\board


For an STM32F030 the board/stm32f0discovery.cfg should work (for an STM32F303RET6 the board/stm32f3discovery.cfg worked fine for me), but there is an target/stm32f0x.cfg file too, if you want to give it a try.