He has since repeated the act.
One journalist, Ivan Ernesto Reyes, who captured video of Arteaga, described the moment as a "true example of magical realism". Others compared it to the "dramatic scene in the Titanic", in which a string orchestra on board the ship plays music as passengers descend to their deaths.
A Colombian radio host said it reminded her of a scene in the movie The Pianist, in which the main character plays the piano amid the fighting of World War II.
Arteaga frequently takes to the streets to play music during the protests.
"I went out to protest with my only weapon," Arteaga said, adding that he was motivated by injustices he said are being committed in the country.
He told Colombian radio station BLU that he decided to perform in homage to his friend and fellow violinist, Armando Canizales, who was killed during a demonstration last week after being struck in the neck at a protest in a city east of Caracas.
The 17-year-old musician had been a member El Sistema, a publicly funded youth music education programme that has gained international recognition for raising Venezuelan youth out of poverty.
Arteaga used to play in the same orchestra as Canizales, and still takes classes from instructors in the programme.
"Armando lost his life for his country, giving it on the streets," Arteaga told the radio station. "He paid a very high price. We as artists have to see this as an example and act."
Arteaga said he went an entire year without playing the violin, because it had been stolen, he said. The violin he played this week was a gift from a group of friends, who gathered money to purchase it for him.
He said he had not prepared for Tuesday's demonstration - he simply felt "moved in the moment". "I went out, I started playing, and I saw that people there at the march started becoming more motivated as they heard the music," he said.
"That was the objective, to motivate the people who were demonstrating." At one point he screamed, "Venezuela!" and was struck with tear gas, suffocating him and forcing him to stop playing the violin.
Although his primary incentive was not to generate attention in the news, he said, "a part of me wanted the world to know that Venezuelans are here, fighting". "I know that it's reached a lot of people," he said.
"I want the world to know that there are other many artists, musicians who are fighting as well.
"We are giving it all to fight for our country," he added.