Is this a possible meteorite?
It's very heavy, magnetic, and the the shiny part shows where I sanded it with a file. Seems to be all metal on the inside.
It is indeed possible, there is nothing that rules it out right of the bat but from visuals alone it is basically impossible to say for sure. geology.com has a decent guide to getting a better estimation, The new mexico university website has an even better one even though it is a bit harder to read. If it is an iron meteorite it will likely attract iron as a magnet not just have magnets stick to it.
in the end you may want to take it to museum of university that offers identification services, final identification usually requires cutting off a sample, either to look at the crystal structure or do a composition analysis. On the plus side for iron meteorites doing a simple test for nickel( a good quick and dirty check) is very cheap and offered by most assay labs.