diff --git a/etc/requirements.txt b/etc/requirements.txt
index 9f1b4f77..70b47a50 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -69,3 +69,5 @@ lru-dict==1.1.4
 
 # For financial risk calculations
 empyrical==0.2.1
+
+tables==3.3.0
diff --git a/tests/data/test_minute_bars.py b/tests/data/test_minute_bars.py
index 76a12739..f469365a 100644
--- a/tests/data/test_minute_bars.py
+++ b/tests/data/test_minute_bars.py
@@ -42,7 +42,9 @@ from zipline.data.minute_bars import (
     BcolzMinuteBarReader,
     BcolzMinuteOverlappingData,
     US_EQUITIES_MINUTES_PER_DAY,
-    BcolzMinuteWriterColumnMismatch
+    BcolzMinuteWriterColumnMismatch,
+    H5MinuteBarUpdateWriter,
+    H5MinuteBarUpdateReader,
 )
 
 from zipline.testing.fixtures import (
@@ -1146,3 +1148,55 @@ class BcolzMinuteBarTestCase(WithTradingCalendars,
                           "The last traded dt should be before the early "
                           "close, even when data is written between the early "
                           "close and the next open.")
+
+    def test_minute_updates(self):
+        """
+        Test minute updates.
+        """
+        start_minute = self.market_opens[TEST_CALENDAR_START]
+        minutes = [start_minute,
+                   start_minute + Timedelta('1 min'),
+                   start_minute + Timedelta('2 min')]
+        sids = [1, 2]
+        data_1 = DataFrame(
+            data={
+                'open': [15.0, nan, 15.1],
+                'high': [17.0, nan, 17.1],
+                'low': [11.0, nan, 11.1],
+                'close': [14.0, nan, 14.1],
+                'volume': [1000, 0, 1001]
+            },
+            index=minutes)
+
+        data_2 = DataFrame(
+            data={
+                'open': [25.0, nan, 25.1],
+                'high': [27.0, nan, 27.1],
+                'low': [21.0, nan, 21.1],
+                'close': [24.0, nan, 24.1],
+                'volume': [2000, 0, 2001]
+            },
+            index=minutes)
+
+        frames = {1: data_1, 2: data_2}
+        update_path = self.instance_tmpdir.getpath('updates.h5')
+        update_writer = H5MinuteBarUpdateWriter(update_path)
+        update_writer.write(frames)
+
+        update_reader = H5MinuteBarUpdateReader(update_path)
+        self.writer.write(update_reader.read(minutes, sids))
+
+        # Refresh the reader since truncate update the metadata.
+        reader = BcolzMinuteBarReader(self.dest)
+
+        columns = ['open', 'high', 'low', 'close', 'volume']
+        sids = [sids[0], sids[1]]
+        arrays = list(map(transpose, reader.load_raw_arrays(
+            columns, minutes[0], minutes[-1], sids,
+        )))
+
+        data = {sids[0]: data_1, sids[1]: data_2}
+
+        for i, col in enumerate(columns):
+            for j, sid in enumerate(sids):
+                assert_almost_equal(data[sid][col], arrays[i][j])
diff --git a/zipline/data/minute_bars.py b/zipline/data/minute_bars.py
index c2d44c45..c5141172 100644
--- a/zipline/data/minute_bars.py
+++ b/zipline/data/minute_bars.py
@@ -11,6 +11,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+from abc import ABCMeta, abstractmethod
 import json
 import os
 from glob import glob
@@ -24,6 +25,9 @@ from intervaltree import IntervalTree
 import logbook
 import numpy as np
 import pandas as pd
+from pandas import HDFStore
+import tables
+from six import with_metaclass
 from toolz import keymap, valmap
 
 from zipline.data._minute_bar_internal import (
@@ -1242,3 +1246,92 @@ class BcolzMinuteBarReader(MinuteBarReader):
 
             results.append(out)
         return results
+
+
+class MinuteBarUpdateReader(with_metaclass(ABCMeta, object)):
+    """
+    Abstract base class for minute update readers.
+    """
+
+    @abstractmethod
+    def read(self, dts, sids):
+        """
+        Read and return pricing update data.
+
+        Parameters
+        ----------
+        dts : DatetimeIndex
+            The minutes for which to read the pricing updates.
+        sids : iter[int]
+            The sids for which to read the pricing updates.
+
+        Returns
+        -------
+        data : iter[(int, DataFrame)]
+            Returns an iterable of ``sid`` to the corresponding OHLCV data.
+        """
+        raise NotImplementedError()
+
+
+class H5MinuteBarUpdateWriter(object):
+    """
+    Writer for files containing minute bar updates for consumption by a writer
+    for a ``MinuteBarReader`` format.
+
+    Parameters
+    ----------
+    path : str
+        The destination path.
+    complevel : int, optional
+        The HDF5 complevel, defaults to ``5``.
+    complib : str, optional
+        The HDF5 complib, defaults to ``zlib``.
+    """
+
+    FORMAT_VERSION = 0
+
+    _COMPLEVEL = 5
+    _COMPLIB = 'zlib'
+
+    def __init__(self, path, complevel=None, complib=None):
+        self._complevel = complevel if complevel \
+            is not None else self._COMPLEVEL
+        self._complib = complib if complib \
+            is not None else self._COMPLIB
+        self._path = path
+
+    def write(self, frames):
+        """
+        Write the frames to the target HDF5 file, using the format used by
+        ``pd.Panel.to_hdf``
+
+        Parameters
+        ----------
+        frames : iter[(int, DataFrame)] or dict[int -> DataFrame]
+            An iterable or other mapping of sid to the corresponding OHLCV
+            pricing data.
+        """
+        with HDFStore(self._path, 'w',
+                      complevel=self._complevel, complib=self._complib) \
+                as store:
+            panel = pd.Panel.from_dict(dict(frames))
+            panel.to_hdf(store, 'updates')
+        with tables.open_file(self._path, mode='r+') as h5file:
+            h5file.set_node_attr('/', 'version', 0)
+
+
+class H5MinuteBarUpdateReader(MinuteBarUpdateReader):
+    """
+    Reader for minute bar updates stored in HDF5 files.
+
+    Parameters
+    ----------
+    path : str
+        The path of the HDF5 file from which to source data.
+    """
+    def __init__(self, path):
+        self._panel = pd.read_hdf(path)
+
+    def read(self, dts, sids):
+        panel = self._panel[sids, dts, :]
+        return panel.iteritems()