I assume this fish is new to you, right? Is it in a quarantine tank or your main tank?
These fish are among the most difficult to get eating as they seem not to ship very well. I would try frozen mysis (both PE and Hikari), Rod's food, frozen enriched brine shrimp, and frozen blackworms. You should try adding a drop or two of garlic extract as this sometimes gets a fish to eat.
Also try fresh chopped scallop and shrimp from your grocery store. Another good bet is a fresh clam, opened up on the half shell, drained and placed in the aquarium.
If these don't work, try live blackworms and live brine shrimp.
The best three choices are live blackworms, live brine shrimp, and fresh clam. If it won't eat these within two weeks, it very likely isn't going to eat prepared foods.
Good luck.
Do a search as there are a lot of threads on this very topic.