Simple and effective solution for combining Java, Python, PyTables and HDF5
For me is not cool writing scripts from Java using java.io.*.

Same here -- you have already parsed the data from the XML into some internal representation in Java, and then you re-write this data into a Python script, and then the Python interpreter will re-parse the data into an internal representation for writing to the HDF5 files. It couples together both the Java XML parsing interface, the XML data format, and the Python APIs for manipulating HDF5 files, which sounds like more moving parts than there ought to be. (Do you really want to break out javac just to update a renamed Python package?)
I think it'd be worth taking another step backwards and look at the two steps of the problem:

parse XML
write HDF5

There's no reason why there should be two languages between those -- I'd stick entirely with Java or entirely with Python. The end result will run faster in less memory on more systems and be more maintainable regardless of which language you choose.
I'm a newbie in Python, PyTables and HDF5. I'm looking for simple and best solution for my problem. 
Problem is next. On one side I have many XML files with data. I just wanna parse these files and put data in hdf5 file on other side. Later, I will use this data trough some search criteria.Why HDF5? Because need to put large dataset and because speed. Using RDBMS will make problems with performance during JOIN operations. Solution must provide speed and good memory performance.
After some googling I find Python and PyTables as possible solution. My idea is parse data from XML in Java (this code must be writen in Java), after that write python script which insert data in hdf5 using PyTables API and executing python script from Java. So, I'm writing and executing python script from Java program. For writing python script in Java I'm using java.io.* package and for executing Process class in Java. For example:

p.exec("cmd /c C:\MyScripts\myscript.py")

I don't know is this solution good. For me is not cool writing scripts from Java using java.io.*. Probably, I will have problems later with reading results from scripts ( when I make some search criteria using Python scripts and PyTables API). 
So, I have few questions about my problem. What is the best solution between parsing XML data on one side and store data in hdf5 on other side? Am I on right way with this solution (writing and executing python scripts from Java code)? What about Python and PyTables? Are these technologies good solution for my problem? Also I read couple things about Jython, but I don't know is it possible combine it with PyTables?
Opinion and tips from professionals are welcome. Thanks for helping.