Although Nexus 5 was able to run USB storage peripherals via 3rd party apps and other means but the device never had a native support for USB OTG.

Thankfully, with the Android 6.0 Marshmallow, this is changing. Now you can plug n play USB drives (with FAT32 file system) into your Nexus 5 without any issues.

If you plug a USB drive with NTFS or other filesystems into your Nexus 5, it’ll ask you to format it, and turn it into FAT32.

Also, the notification bar has nice switches to “EXPLORE” and “EJECT” the drive.

Nexus 5 USB OTG Notification bar