In which time period/movement was the painting, martyrdom of st. philip, created?

I suppose you are referring to the version of the subject painted by Jusepe de Ribera, a Spanish painter working in the 17th century. This painting was created in 1639 in the Baroque style (or movement). It depicts the moment when the apostle Philip is about to be crucified. The contrast of light and shadow, the monumental figures, and the dramatic topic are all characteristics of the Baroque style. The painting was commissioned as a gift to the then King of Spain, Philip IV, whose patron saint was Philip the Apostle.

d. migration