If you sent your NXT, ARDR or IGNIS to an exchange and it did not arrive you should check with the exchange what happened.
Some exchanges manage all their tokens in a single account and identify user deposits based on message text they provide and should be attached as a message to the deposit transaction.
There are several ways to get your funds locked because of this:
1. Failing to send this requested message when submitting the transaction from the wallet, will surely get your funds locked and requires contacting the exchange customer support and you should expect a long delay until getting a refund.
2. Sending an encrypted message when the exchange asks for plain text one or vice versa is another popular way to lock your funds. If the exchange does not specify otherwise we recommend that you send the message as plain text.
3. Sending NXT/ARDR/IGNIS, from one exchange to the other will get your funds locked since there will be no message attachment.
Another common deposit issue is with sending a very small amount, which is not economical for the exchange to deal with.
It's not simple to tell what is this minimum amount and it changes between exchanges.
Sorry, but there is nothing we can do to help with these issues since these are restrictions related to inner working of exchanges.