Rochdale have been unable to break the deadlock in the game with mid-table Mansfield Town, but the League Two leaders have not struggled to create opportunities in an open first half at One Call Stadium.
Rochdale were fast out of the traps and could have been ahead inside three minutes when Ian Henderson dragged his shot just wide of the post.
Daniel then had the Stags' best chance of a goal when he forced a save out of Dale keeper Josh Lillis.
Rochdale's top scorer Scott Hogan then went close for the visitors as his effort from the centre of the box was held by Price.
The Lancashire club finished the half much the stronger as were unlucky not to have taken the lead as Lund and captain Peter Kavanagh saw their shots saved.