Vincent,
I am not sure what kind of seahorse you received, however it has been my experience that most seahorses are carnivors. My seahorses did not like eating anything that wasn't alive and moving. Usually hunting them for a minute before eating. I had Pygmies which lives off of enriched
baby brine shrimp but yours maybe larger. If it is a a captive bred one, I would try
frozen brine shrimp,and/or mysis shrimp. At least see if it is eating frozen yet. Then go for the live, ie grass shrimp, rotifers, brine shrimp. You will have to enrich any brine shrimp for the seahorse since they don't contain a whole lot of nutrietional value.
Baby guppies is also another thing to try. My pipefish loved them and baby mollies. I just had a live bearere tank setup and it just produced tons.
Ray