Florent Hoti saw his late penalty saved by Rochdale goalkeeper Sam Waller as Halifax were held to a 0-0 home draw.
Tom Pugh won a spot-kick eight minutes from time for the Shaymen, but Waller guessed correctly to push away Hoti’s kick.
The clearest chance before then came in the fifth minute when Waller made an excellent one-on-one stop to deny Zak Emmerson.
Halifax midfielder Angelo Cappello drove forward from deep to unleash a shot which flew wide.
Rochdale went close after 65 minutes as substitute Devante Rodney almost set up the lurking Leon Ayinde at the back post.
Seventh-placed Halifax are seven points better off Rochdale but have played four games more.
