Hi Alicia, I just did a quick google search on it and this is what it came up with:
It is not a good idea to soak in a hot tub unless you can control the temperature and set it at no more than 100 degrees (Fahreinheit). Soaking in hot water or sitting in a hot, steamy room can make you overheat, which raises your heart rate and reduces blood flow to your uterus. This can put your baby under stress or interfere with normal development. And because pregnant women have a hard time cooling down, you're more likely to pass out if you get overheated in a hot tub or sauna.

So I would say go for it if you can set the temperature at a safe level, otherwise, best to leave it.

Have fun!!