OpenSplice DDS Community Edition (the "open source" version) does not feature any out-of-the-box integration with a DBMS. Its commercial version does provide an optional service called DBMSConnect that might do what you are looking for. You did not describe in detail what you are trying to achieve, so it is hard to assess.
As far as I know, there is no on-line documentation available on DBMSConnect for you to check out whether it would do what you are looking for. However, the DDS implementation from RTI has a similar feature, also commercially available only, called Real-Time Connect. Full documentation for that is available on-line via the Real-Time Connect User's Manual. There are more links on Real-Time Connect on their Community Portal Documentation page. That might help you in assessing whether it meets your needs.