Add the cold water with your dates into your blender. Blend the dates until smooth before adding the oatmeal, because it sweetens the water. Add the oatmeal and blend only for about 10-15 seconds if you are using a Vitamix or BlendTec. Otherwise, your oat milk may become slimy. Less is best, in other words. Then strain with a nut bag or clean T-shirt piece of cloth, by letting the milk drip into a bowl. Pour into a quart mason jar and add vanilla to taste. Store in the refrigerator for up to 5 days.