If your node is fully synced with the network (and the other node which sent the tx) it should be instant.
You should contact the exchange and give them your txid and the date you sent it, so they can look into it and help you
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I've done this already, they told me that this is a "rai_node bug" and that they'll contact the devs. Five days later I'm still waiting for an update, but I guess issues like these are to be expected from a smaller coin, hopefully the devs will be able to resolve the problem.