Yes... DP will never backup a Open (or 'Locked') file. If it is a Windows-based Disk Agent, you can use the Windows VSS (Volume Shadow Copy) backup to make a snapshot of what is being backed up, and DP will backup the snapshot. This is default behavior of DP since about version 6
I am not aware of any similiar mechanism, except for Zero DownTime Backup, that will do this for UNIX-based servers