Bring dates and water to a boil in a saucepan over medium heat. Reduce heat; simmer and stir until thick, 3 to 4 minutes. Remove from heat; stir in vanilla extract.
Combine oats, flour, brown sugar, walnuts, salt, and baking soda in a large bowl. Add melted butter; mix until blended.
Pour 2/3 of the oat mixture into an 8-inch square baking dish, pressing over the bottom and sides. Spread the date mixture over the oats; crumble remaining oat mixture evenly on top. Press down lightly.
Bake in the preheated oven until golden, about 25 minutes.