Im not sure about when you should start feeding him live fish, as soon as he can eat them i would have thought? Now sexing...
*** NOT THE AUTHOR OF THIS INFORMATION ***
More and more everyone is posting everywhere with godlike authority that it is impossible to sex oscars short of seeing them spawn. That is NOT true!
One sure way is through venting, where you analyze size and characteristics of their vents. Although hard to tell unless raised up together in same environment, females will have a more round head, also be more compressed and shorter. Males will have larger/longer fins. Males will generally have a more pointed 2nd dorsal fin(top fin next to tail). Females will have more of a rounded dorsal fin. Males are also more brightly colored. This is best noticed with cricles that surround eyespots or other areas that don't change with mood. And yes, the male will usually be more aggressive than the female.
Another hint as to gender is the presence of DARK SPOTS at the base of the dorsal fin. Some males have 3 dark spots at the bottom of the dorsal fin. You may see that some of the dark spots may become "eye" spots like the one on the tail, encircled by red color. If your Oscar has 2 or 3 dark spots you should start looking for an Oscar who's laid eggs. Beware, that many male oscars do NOT have these 3 dark spots at base of dorsal fin. Males will generally have more red dots on fins, some say around gill area also.
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Theyre you go, from wht i know its pretty hard to tell - unless ur some kind of oscar expert!