What do you mean by "fry"?
Most marine fish (as far as I know):
-start as a fertilised egg
-initially feed of the egg sack and grow to form larvae
-they then have a long larvae stage that they spend in the upper layers of the ocean, initially eating phytoplankton, larval copepods and mollusks; then progressing to a more specilised diet.
-eventually the larvae settle onto reefs (or other habitats depending on the species) and metamorphsise into juviniles.