Is he acting normal otherwise? I think mine was on strike for 2 days only (he was smallish at the time, so I guess got hungry quicker?), but since then, he will eat whatever I give him without putting up a fuss.
Good luck with yours. Just keep a close eye on him, as live food can sometimes cause other problems. That's why some people recommend frozen bloodworms, or having your own food culture to ensure no "contamination" or from a trusted reliable source.