When I still had a “real job” I worked at a natural history museum where we had a sting ray on display in a large salt water tank (500 gallon). They are actually rather bright critters and quickly learn to be hand fed. We used peeled but otherwise whole bait shrimp to feed him.
As @uberbatman says, you would need to check what type of ray it actually is and then find out if it is protected in any way in your state, or if the fact that it has a stinger and venom may make it illegal without a permit.
We had to maintain a number of permits for our collections, some City, some State, and some Federal.