I'm looking for an Emacs package or configuration that makes it possible to mark indentations with vertical lines, like those shown in the following screenshot of Sublime Text:

I'm looking for an Emacs package or configuration that makes it possible to mark indentations with vertical lines, like those shown in the following screenshot of Sublime Text:

I guess this and this could be an answer to your question.
Installation is easy. Invoke git clone git@github.com:antonj/Highlight-Indentation-for-Emacs.git . in, say, ~/.emacs.d/highlight-indents and add
(add-to-list 'load-path "~/.emacs.d/packages/highlight-indents/")
(require 'highlight-indentation)
to your .emacs. Then, when visiting a file you can M-x highlight-indentation-mode RET to enable the minor mode.
You can also use highlight-indent-guides-mode and add it as a hook to prog-mode, so that it gets loaded automatically.
In Spacemacs, I did it by first installing it with M-x package-install or adding it as a user-defined package in .spacemacs, then M-x customize-group, prog-mode, prog-mode hooks, "ins", enter highlight-indent-guides-mode.
You can configure it via M-x customize-group highlight-indent-guides and change the indent character, coloring, etc.
So far, it works wonders and renders quickly.
Use indent-bars-mode from GNU ELPA archive:
(use-package indent-bars
:ensure t
:hook ((emacs-lisp-mode
markdown-mode
python-mode
rst-mode
yaml-mode) . indent-bars-mode))
indent-bars.el is a modern package for showing indentation rulers.
I think you may want to look at indent-guide mode. It gives indentation of code blocks dynamically when we move the cursor. Moreover, it is easy to set up your favorite indent characters like : and | as well as the background color of intentions.