VSCode v.1.23 (released May, 2018) added the ability to colorize the active and other inactive indent guides:
"workbench.colorCustomizations": {
"editorIndentGuide.activeBackground": "#ff0000",
"editorIndentGuide.background": "#ff00ff"
}
See release notes indent guides
If you only want the active guides to be visible, set the background of the inactives to transparent ala:
"workbench.colorCustomizations": {
"editorIndentGuide.background": "#fff0"
}