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Reservoir Computing is a bio-inspired computing paradigm for processing time dependent signals (Jaeger andHaas 2004; Maass, Natschläger, and Markram 2002). It canbe easily implemented in hardware. The performance ofthese analogue devices matches digital algorithms on a series of benchmark tasks (see e.g. (Soriano et al. 2015) fora review). Their capacities could be extended by feedingthe output signal back into the reservoir, which would allow them to be applied to various signal generation tasks(Antonik et al. 2016b). In practice, this requires a high-speed readout layer for real-time output computation. Herewe achieve this by means of a field-programmable gate array (FPGA), and demonstrate the first photonic reservoircomputer with output feedback. We test our setup on theMackey-Glass chaotic time series generation task and obtain interesting prediction horizons, comparable to numerical simulations, with ample room for further improvement.Our work thus demonstrates the potential offered by the output feedback and opens a new area of novel applications forphotonic reservoir computing.