Is it bad to chew ice ?

So i'm pregnant , due in about a month and i've noticed that lately i'll take the tray of ice and literally finish the tray in one sitting. Or when my husband and I go out to eat i'll chew all the ice in the cup . 
The other day he asked me if thats normal . It should be right ? I looked online and it said well it's frozen water and youre supposed to drink water when pregnant so it shouldnt be bad but then I read somewhere it said that chewing on ice is some form of iron deficiency is this true ? I'm not sure but speaking of that I havent taken my iron pills that were described to me since I was 20 weeks . 

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