In a bowl, cream butter and brown sugar until light and fluffy. Beat in eggs and vanilla. Combine the flour, salt, and baking soda, gradually add to creamed mixture and mix well. Divide into four portions. Refrigerate until chilled.
In a saucepan, bring the dates, sugar, and water to a boil. Reduce heat to medium, cook until mixture is thickened, about 15 minutes. Cool completely and stir in pecans.
On a baking sheet, roll out each portion of dough between two sheets of wax paper into a 12 in X 9 in rectangle. Refrigerate for 30 minutes. Remove waxed paper, spread with date mixture. Tightly roll up each portion jelly-roll style, starting with the long side, wrap in plastic wrap. Refrigerate for 2 hours or until firm.
Unwrap and cut into 1/4 inch slices. Place 1 inch apart on greased baking sheets. Bake at 350 degrees for 10-12 minutes or until set. Remove to wire racks to cool.
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