Bittrex seems to want a "message" as part of the transaction to deal with BURST at all - definitely does so on deposits, never tried to withdraw BURST from them.
I've never deposited Burst into Bittrex but i have withdrawan many Burst coins from there and no you don't need a message to withdraw but we do if we want to deposit. As I have never deposited Burst coins into Bittrex I wonder if someone one here that has, what message do we put in to deposit Burst?
Bittrex generates both deposit adress and message.

It's all in deposit section.
EDIT
Oh,yes,it's very important to uncheck "encrypt message" checkbox. Learned the hard way....
