Flux dependent non-linearity (reciprocity failure) in HgCdTe near infrared detectors can severely impact an instruments performance, in particular with respect to precision photometric measurements. The cause of this effect is presently not understood. To investigate reciprocity failure, a dedicated test system was built. For flux levels between 1 and 50,000 photons/s, a sensitivity to reciprocity failure of approximately 0.1%/decade was achieved. A wavelength independent non-linearity due to reciprocity failure of about 0.35%/decade was measured in a 1.7 micron HgCdTe detector.