Stir milk, sugar and 1/2 cup (1 stick) of butter together in a heavy bottom pan over medium high heat. Add dates. Stir constantly while cooking until the temperature reaches 235º F on a candy thermometer or when drops of the mixture into a bowl of cold water reach a soft ball stage.
Remove from heat and add 1/2 cup (1 stick) of butter and vanilla. Beat until starts to thicken and add chopped pecans.
Divide onto four baking sheets lined with parchment paper. Carefully spread across parchment paper to form a roll. Roll smoothly and cool completely before slicing.