Cook sugar, cream, and milk to 230 degrees F.. Slowly add chopped dates so boiling does not stop. Occasionally, stir mixture so the dates do not settle to the bottom of the pan and scorch. Cook to 238 degrees F.. Cool in the pan or pour out on a marble slab. When a little warmer than lukewarm, around 150 degrees, stir and work with your hands or a spatula until creamy. Work nuts and vanilla into the candy. Form into rolls, wrap tightly in waxed paper or plastic wrap until firm. Store in a tightly covered container. Makes about 30 pieces.