faint feeling after exercise

hi mamas, I used to be very active and a gym-rat (I attend gym classes 3-4 times a week). ever since I found out I'm pregnant, I stopped exercising because I am so exhausted all the time. people have been advising me to exercise even if it's just 15mins a day so labor will be easier. but recently when I started doing simple pregnancy pilates exercises for 15mins, I start feeling faint within 30mins. should I continue to build stamina or just stop doing such workouts? #firsttimemom