I needed to create a rollup in a data warehouse the other day from elements that are stored in TM1. This process works just as well for SQL Server, Oracle, DB2 or any other database engine.
Simple Method to get data out of TM1 and into a Database
Simply, the easiest way to get data out of TM1 and into a database is to publish it out of TM1 using an ASCIIOUTPUT command in a Turbo Integrator process. This will create a text file of whatever dimensions and data you want exported from TM1. Then using the database engine of your choice, load that data into the datawarehouse. Easy peasy!
Direct Method for Loading Straight from TM1 into a Database
There are also options to directly connect TM1 that work also work from TI processes. These are ODBCOPEN (to open a database connection) and ODBCOUTPUT (to export the data). These are direct update processes into a database, but will be a somewhat more complicated that just using an ASCIIOUTPUT.