Typically, in captivity, dolphins are fed a variety of fish. Species include Mackerel, Smelt, Capelin and Herring. Due to the fact that keeping live fish on any marine mammal property is hard to keep up with, especially when a dolphin is eating anywhere from 25 to 35 pounds of food per day, the fish is frozen. This also aids in the ensurance of proper feeding of the dolphins and that they receive all of the food that was prepared for them. A nursing female dolphin can eat anywhere from double the original weight of food they eat per day.
In captivity, meals are often spread out over the course of the day and given to the animals during training sessions as a reinforcement. However, training sessions may get cut short depending on time constraints or the behavior of the animal during the session. The rest of the meal distribution is up to the trainer at this point, they can either save the meal for later so they can finish the behaviors or feed the rest of the food to the dolphin as this point.
The problem with frozen fish: most dolphins get their daily intake of water from their food. This water intake is drastically decreased due to the fish being frozen. They also lose little water because their skin is impermeable and they do not sweat like humans. How do trainers supplement this? With a process called "watering the dolphin." In the wild, dolphins get their fresh water straight from the food they eat, however the amount of fresh water that is obtained from frozen fish is greatly decreased. To supplement this, trainers will funnel water into the stomachs of the dolphins so that they may 'drink' and obtain fresh water. Because dolphins do not have the ability to 'drink' such as humans do, the funnel must be used to place down into the stomach and pour water into. This does not bother the dolphins as they have no gag reflex (the trachea and esophagus are separate) like humans and are trained to be comfortable over time with the process and to trust their trainers who do this procedure.