Pay the Ghost (2015) on Netflix

Plot summary

Mike Lawford, a New York professor, takes his son Charlie to the Halloween parade while his wife Kristen stays home to finish a design for a client. At the fair, Mike stops to buy Charlie an ice cream, the boy asks if they can pay the ghost, and then he is gone. Mike and Kristen turn to the police, and Detective Jordan takes up the search, but Charlie is not found. The strain tears the marriage apart. A year on, Mike is still looking, and he and Kristen begin to see and hear things they cannot explain, messages that seem to come from their son. His research turns up a pattern: children who vanish on Halloween are never found, and three go missing each year.