Combine dates and baking soda in a medium bowl. Pour water over the date mixture; stir and let cool.
Preheat oven to 350°.
Place sugar, vegetable shortening, salt, vanilla, and egg in a large bowl; beat with a mixer at medium speed until well blended.
Lightly spoon flour into dry measuring cups; level with a knife. Add flour and date mixture alternately to sugar mixture, beginning and ending with the flour mixture. Stir in pecans.
Pour batter into 3 (8 1/2 x 4 1/2-inch) loaf pans coated with cooking spray. Bake at 350° for 40 to 45 minutes or until a wooden pick inserted in center comes out clean. Cool 10 minutes in pans on wire racks; remove from pans. Cool completely.