Lagrangian properties obtained from a particle tracking velocimetry experiment in a turbulent flow at intermediate Reynolds number are presented. Accurate sampling of particle trajectories is essential in order to obtain the Lagrangian structure functions and to measure intermittency at small temporal scales. The finiteness of the measurement volume can bias the results significantly. We present a robust way to overcome this obstacle. Despite no fully developed inertial range, we observe strong intermittency at the scale of dissipation. The multifractal model is only partially able to reproduce the results.