Context. High-resolution spectropolarimetric observations provide simultaneous information about stellar magnetic field topologies and three-dimensional distributions of chemical elements. High-quality spectra in the Stokes IQUV parameters are currently available for very few early-type magnetic chemically peculiar stars. Here we present analysis of a unique full Stokes vector spectropolarimetric data set, acquired for the cool magnetic Ap star HD 24712 with a recently commissioned spectropolarimeter. Aims. The goal of our work is to examine the circular and linear polarization signatures inside spectral lines and to study variation of the stellar spectrum and magnetic observables as a function of rotational phase. Methods. HD 24712 was observed with the HARPSpol instrument at the 3.6-m ESO telescope over a period of 2010-2011. We achieved full rotational phase coverage with 43 individual Stokes parameter observations. The resulting spectra have a signal-to-noise ratio of 300-600 and resolving power exceeding 10 5 . The multiline technique of least-squares deconvolution (LSD) was applied to combine information from the spectral lines of Fe-peak and rare earth elements. Results. We used the HARPSPol spectra of HD 24712 to study the morphology of the Stokes profile shapes in individual spectral lines and in LSD Stokes profiles corresponding to different line masks. From the LSD Stokes V profiles we measured the longitudinal component of the magnetic field, B z , with an accuracy of 5-10 G. We also determined the net linear polarization from the LSD Stokes Q and U profiles. Combining previous B z measurements with our data allowed us to determine an improved rotational period of the star, P rot = 12.45812 ± 0.00019 d. We also measured the longitudinal magnetic field from the cores of Hα and Hβ lines. The analysis of B z measurements showed no evidence for a significant radial magnetic field gradient in the atmosphere of HD 24712. We used our B z and net linear polarization measurements to determine parameters of the dipolar magnetic field topology. We found that magnetic observables can be reasonably well reproduced by the dipolar model, although significant discrepancies remain at certain rotational phases. We discovered rotational modulation of the Hα core and related it to a non-uniform surface distribution of rare earth elements.