We study a discrete convolution streaming problem. An input arrives as a stream of numbers $z = (z_0,z_1,z_2,\ldots)$, and at time $t$ our goal is to output $(Tz)_t$ where $T$ is a lower-triangular Toeplitz matrix. We focus on space complexity; we define a model for studying the memory-size of online continuous algorithms. In this model, algorithms store a buffer of $β(t)$ numbers in order to achieve their goal. We characterize space complexity using the language of generating functions. The matrix $T$ corresponds to a generating function $G(x)$. When $G(x)$ is rational of degree $d$, it is known that the space complexity is at most $O(d)$. We prove a corresponding lower bound; the space complexity is at least $Ω(d)$. In addition, for irrational $G(x)$, we prove that the space complexity is infinite. We also provide finite-time guarantees. For example, for the generating function $\frac{1}{\sqrt{1-x}}$ that was studied in various previous works in the context of differentially private continual counting, we prove a sharp lower bound on the space complexity; at time $t$, it is at least $Ω(t)$.