Flux dependent non-linearity (reciprocity failure) in HgCdTe NIR detectors with 1.7 micron cut-off was investigated. A dedicated test station was designed and built to measure reciprocity failure over the full dynamic range of near infrared detectors. For flux levels between 1 and 100,000 photons/sec a limiting sensitivity to reciprocity failure of 0.3%/decade was achieved. First measurements on several engineering grade 1.7 micron cut-off HgCdTe detectors show a wide range of reciprocity failure, from less than 0.5%/decade to about 10%/decade. For at least two of the tested detectors, significant spatial variation in the effect was observed. No indication for wavelength dependency was found. The origin of reciprocity failure is currently not well understood. In this paper we present details of our experimental set-up and show the results of measurements for several detectors.