In a large bowl, cream butter and sugars until light and fluffy, 5-7 minutes. Beat in eggs. In another bowl, whisk flour and baking soda; gradually beat into creamed mixture. Divide dough into 3 portions; shape each into a disk. Cover and refrigerate 1 hour or until firm enough to roll., For filling, place dates, water and sugar in a large saucepan. Bring to a boil. Reduce heat; simmer, uncovered, until dates are tender and liquid is almost evaporated. Stir in walnuts; cool completely., Roll each dough portion between 2 sheets of waxed paper into a 12x10-in. rectangle. Refrigerate 30 minutes. Remove waxed paper. Spread a third of the filling over each rectangle. Roll up tightly jelly-roll style, starting with a long side. Wrap securely. Refrigerate until firm., Preheat oven to 350°. Unwrap and cut dough crosswise into 1/3-in. slices. Place 2 in. apart on greased baking sheets. Bake 10-12 minutes or until set. Remove from pans to wire racks to cool.