Compared with standard dynamic range (SDR) video, the high dynamic range (HDR) video can provide us significantly enhanced viewing experience. In particular, compared to SDR video, the HDR video has better contrast and preserves more details for the same scene. With the rapid development of HDR video compression technology, there is a lack of trusted quality measure of HDR video compression. In order to facilitate the future development of objective HDR quality assessment, we build a HDR video quality assessment database, in which the bitstream is created by compressing a series of HDR video sequences. In the compression, the quantization parameters (QP) are set to 12 levels according to the configuration of the codec. The subjective quality of each bitstream is rated by 22 viewers. It is revealed that the subject viewers have arrived at a reasonable agreement on the subjective quality of different QP levels. This paper presents the results of subjective quality assessment of HDR compressed video, which also exhibits that there is significant room to further improve the objective HDR video quality assessment algorithms.