Cursor shape in the console

In konsole 18.12.3, in a Big build of Vim (currently 8.1.1407) with
'ttybuiltin' on and 'term' set to "xterm-256color", ":set termcap"
tells me that t_SI, t_SR and t_EI are all unset, which explains why in
Console mode (i.e. invoked as "vim", "view", "vimdiff" etc., not
"gvim", "gview", "gvimdiff" etc.) the cursor never changes, it is
always a block. Is it possible (and how) to make the cursor become a
vertical bar when in Insert mode and an underscore in Replace mode
(while remaining a block in Normal mode)? ":help termcap-cursor-shape"
(which coincides with ":help termcap-cursor-color") actually gives an
example about how to change the cursor colour but not its shape but it
hints at how to do it… if only I knew the correct xterm bytecode to
make the cursor a block, a vertical bar or an underscore.

BTW, I couldn't find the required info in "man xterm" except maybe at
the very end where it says that xterm control sequences are described
by the file http://invisible-island.net/xterm/ctlseqs/ctlseqs.html
…where I couldn't find where to look for the desired information. I
guess I've been corrupted by the clear and full online help provided
by Vim, I get lost in the ordinary, badly-written and confusing
manpages. ;-)

Best regards,
Tony.

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