Edge's guitar tech, Dallas Schoo, fabricated a slide specifically for Edge.
Instead of a long tube that is capable of extending across the entire span of the fretboard, Edge uses a slide that resembles a wide ring. With that slide, he can contact only a single string while playing, then switch to normal fretting, then back to slide, quickly and easily without having to throw away the slide.
Because City of Blinding Lights intersperses slide parts so freely with fretted parts, this slide was a necessary tool for effective live playing.
A slide like this is easy enough to make. Just get yourself a length of brass or copper pipe of sufficient internal diameter to fit your finger snugly but not too tightly, then cut a length of it about 0.75 inches (around 1.8 to 2 cm) in length. Round the cut edges so that they won't hurt your fingers, and then polish the surface of the metal until it shines.
This works really well, and I've made several for use in other kinds of music as well.