A detailed comparison between data from experimental measurements and numerical simulations of Lagrangian velocity structure functions in turbulence is presented. Experimental data, at Reynolds number ranging from R=350 to R=815, are obtained in a swirling water flow between counter-rotating baffled disks. Direct numerical simulations (DNS) data, up to R=284, are obtained from a statistically homogeneous and isotropic turbulent flow. By integrating information from experiments and numerics, a quantitative understanding of the velocity scaling properties over a wide range of time scales and Reynolds numbers is achieved. To this purpose, we discuss in detail the importance of statistical errors, anisotropy effects, and finite volume and filte...