Constantly needing a wee

Kay • Feeling lucky ... Never give up
So I'm 33 weeks pregnant and finding a real discomfort on my bladder. I constantly feel pressure as if I need to toilet sometimes i go and sometimes I don't. It's literally all the time and I'm really struggling with it. My midwife says normal and if it was an infection it would burn when I wee but I'm sure it's not normal to feel this uncomfortable :(