I've raised magna and pulex, and the pulex were easier to keep going.
Keep backup cultures! Daphnia explode in numbers, then crash. It's wise to heavily harvest when their numbers get high.
I raised mine in 5 gallon buckets in the backyard, no filtration. Screen the tops to prevent mosquitos, then add spirulina powder or rice flour to the water. Every few days, I would let a bucket of water sit overnight to offgas chlorine, than pour the old bucket out through a brine shrimp net, feed most of the daphnids to my fish, then start a culture in the clean bucket again. If numbers aren't massively high and the water is still clean, you can just swish the brine shrimp net through and catch a bunch without doing a water change.
Clean water is a must for daphnia. They're used in ecotoxicology because of their sensitivity to pollutants.