We consider here behavioural activity of copepods as a succession of symbols associated with swimming states: slow swimming, fast swimming, break and grooming. We characterise these symbolic sequences using tools from symbolic dynamics: probability density function of the residence times in each state; transition probability at each time step; Shannon entropy and dynamic entropy. This approach is applied to the swimming behaviour of Centropages hamatus which we have analyzed as an example of application, in order to stress the differences associated with turbulent and non-turbulent conditions. We characterise in this theoretical framework the behavioural changes exhibited by the copepod under turbulent conditions.