What are the signs of preterm labor?

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For those of you had preterm labor were there any signs leading up to it?

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I had my son at 31 weeks. I had contractions but they sent me back home. The next morning, I lost my mucous plug and had worse contractions and they admitted me, gave me magnesium sulfate to stop it and steroid shots to mature his lungs. Four days later, I had bad heartburn so the nurse gave me meds before bed. I woke up and my water broke as I walked to the bathroom. They tried to stop labor again but couldn’t. He’s a healthy four year old now.

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I had preterm labor 3 times with my 3 month old, they kept giving me injections to stop the labor. I had pretty regular contractions but that was it, no other signs before that.