You can check the List archives for discussions of this kind of situation, going back years. It's non-trivial, and why the TDPs exist (but not necessarily all platforms). Where there is no TDP, there is the TSM API in conjunction with the app's API, where provided, for constructing a substitute, for sites up to the programming task.
In physical file backups, a further consideration is that a given subsystem may consist of multiple files, where it is important to have consistency across them for a restoral of the combined elements to be usable. And, of course, various data may be "in flight", in the memory area of the subject application. The old redbook "Using ADSM to Back Up Databases" delves into the situation. Some applications may provide some accommodation for backups, such as MySQL's commands 'mysqldump' and 'mysqlhotcopy'. Richard Sims http://people.bu.edu/rbs