I think you're looking for [IndentLine](https://github.com/Yggdroot/indentLine)

I also use the following options in my vimrc:

  " set indentline style
  let g:indentLine_char = '│'
  let g:indentLine_color_term = 66
  let g:indentLine_color_gui = '#4f5b66'

  " fix performance issue with long lines
  let g:indentLine_faster = 1