It looks like Arxiv doesn't support the Harvester's default date granularity, which specifies a time-of-day. The Harvester currently doesn't have built-in support for other granularities, but I've added a Bugzilla entry for this; you may want to sign up on the bug's CC list: http://pkp.sfu.ca/bugzilla/show_bug.cgi?id=3110
Arxiv also appears to require throttling, as it doesn't allow two requests from the same host within a 20-second timespan. There's also a Bugzilla entry for throttling, which has yet to be implemented but should be fairly simple.
Public Knowledge Project Team