Stir sugar, milk, and butter together in a saucepan; bring to a boil without stirring once the boiling begins. Heat until a small amount of syrup dropped into cold water forms a rigid ball or until the mixture reaches 250 degrees F (120 degrees C), about 20 minutes. Immediately remove saucepan from heat and stir dates, pecans, and vanilla into the milk mixture.

Thoroughly wet a piece of cheesecloth and lay out onto a flat work surface. Pour the candy mixture into the middle of the cloth and roll the cloth around it to shape into a log.

Refrigerate until hard, 8 hours to overnight. Remove log from cloth and slice.