Nafi' (may Allah have mercy on him) said that Ibn Umar (may Allah be pleased with them both) was asked about the pregnant woman when she fears for her child. He said: She should break the fast and feed a poor person a mudd of wheat in place of each day. And al-Hasan (may Allah have mercy on him) said: The nursing woman, when she fears, breaks the fast and feeds a poor person; but the pregnant woman, when she fears for herself, breaks the fast and makes it up, like a sick woman.
(Imam al-Shafi'i (may Allah have mercy on him) and Malik (may Allah have mercy on him) say, and the people of knowledge also say, that she must make it up, because Allah Almighty says: "So whoever among you is ill or on a journey, then an equal number of other days" [Surah al-Baqarah: 184]. The Shaykh says that Anas bin Iyad (may Allah have mercy on him) reported from Abdullah bin Amr bin Uthman that a pregnant woman fasted in Ramadan and became very thirsty; Ibn Umar (may Allah be pleased with them both) was asked about her, and he ordered her to break the fast and to feed a poor person a mudd for each day, and that this would not suffice her: when she became well, she was to make it up.)
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصيام / 8079