Mix dates, water, and soda; cool, cover, and let stand at room temperature overnight.
Next day preheat oven to 325° F.
Add sugar, butter, and egg to date mixture and stir until sugar dissolves.
Add flour, a few spoonfuls at a time, mixing after each addition until smooth.
Stir in nuts and vanilla.
Spoon into 2 greased and floured 9"x5"x3" loaf pans and bake about 1 hour, until loaves shrink slightly from sides of pan and are springy to the touch.
Cool upright in pans on wire rack 10 minutes, turn out, and cool completely.
Wrap airtight and store overnight before cutting.